Reality can be said to be constructed out of our own minds. That while our brains and bodies interpret light and sound waves and all sensory stimuli into images and music and a (somewhat consistent) world, we in fact create this very world we seem to just inhabit.
There are very compelling explanations of why this is so, coming from many different fields, from sociology to neuroscience, from psychology to particle physics.
A common reaction to this is that if there is no common reality to unite us then we are aisled into lonely realities. That basically every person is alone in his own onanistic little asteroids.
This is a mistake.
The reason is that confirmation of truth is required only if there is ultimate reality to begin with. To refuse radical subjectivity as onanistic is only possible with an inconsiderate assumption of reality. But it is this assumption itself which is called into question.
So we create reality, but this does not take away our north: Reference frames are temporary and flowing.