I'd like to think that our thoughts are illusions but our actions are real. Actions are inspired by the illusion of thought but that doesn't make the thought real. The universe is a very real place constrained by the laws of physics. The structure of the universe can't be manipulated by thoought alone.
If consciousness is all that really exists, then "thinking" is the action, and the percepts and concepts the thoughts are linking would be illusory. The act of thinking may be the only "real" thing about us, used to create an illusory universe.
Perhaps that's where the idea of eastern philosophical "non-thinking" came from. It's just a method to stop thoughts from linking percepts and concepts that create the illusion, and then be able to experience the pure "action" of consciousness before it creates illusion.