If I am born in a materialistic world and I wish to enter spiritual world then I have to take few steps into the material world just like I need to take few steps inside of a room to go out of it.
For that part it is true! No need to believe. But once I am out of it, I can say it is an illusion.
The material world is also true because it helps us in getting out of it by realising the sheer absurdity of it.