Answer
From Brahma-Jijnasa to the Journey of Moksha.
You have raised a very profound question! When the inquiry into Brahman (Brahma-jijnasa) arises in one's mind, the journey toward moksha begins.
Small questions keep arising in the mind, but this fundamental Brahma-jijnasa arises rarely.
The Process of Understanding
First, let us understand what the process of comprehending something entails. We understand anything new through our prior experience. For example, if someone tells us that the Taj Mahal is white in color and has domes, we already know what white looks like and what domes look like.
But if a person blind from birth is told that the Taj Mahal is white, what will they understand? They have never seen color. Therefore, they will have no comprehension of color. Their understanding of shapes and forms would also be limited.
The Difficulty of Understanding Ishvara
Ishvara is an entity — especially in His formless, attributeless (nirakara, nirguna) aspect — that is exceedingly difficult for human beings to comprehend. Yet, it can be understood to some extent.
The truth is that there is only one Reality, and that is Ishvara — formless and without attributes.
The Origin of Creation and the Role of Maya
As long as no creation occurs, Ishvara remains alone. When creation is to be brought forth, He employs His power called Maya, also known as Prakriti. Maya too remains inherent within Him — it has no independent existence.
The Analogy of the Cinema Projector
You must have seen projectors in cinema halls. Light emanates from the projector and an entire world appears on the screen. As long as we watch that world for three hours, we become absorbed in it and, treating its events as real, we laugh and weep at them. From time to time the realization strikes — "Oh, this was never real at all!" But until that realization comes, it remains real for us.
Para and Apara Prakriti in the Gita
Similarly, Prakriti also exists in this way. The Gita describes two types of Prakriti — Para Prakriti and Apara Prakriti.
Apara Prakriti means the manifest — that which is visible before us. The mountains, stones, objects, bodies, wind, fragrance, etc. that we see, hear, and smell — all of this is Apara Prakriti.
Behind it lies the invisible Para Prakriti, which is unmanifest and formless. This Para Prakriti is called Ishvara's "Maya."
The Meaning of "Mithya" (Illusory)
When the world is called "mithya," it does not mean that it does not exist at all. Rather, it means that its existence is "asamapratishthita" (not independently established). Like the colorful world playing on the cinema screen, it both exists and does not exist.
The Nature of Maya
This is why it is called Maya — because it has no independent existence and originates from Brahman alone. Therefore, it is regarded as a form of Brahman. There is no reality apart from Brahman. It is an illusion, like mistaking a rope for a snake in the darkness.
The Goal of Life
Therefore it is said: live in this world (which is Prakriti), but do not lose yourself in it. Seek the source of this world. And prepare the path toward that source — toward Parabrahman. This should be the goal of life.
All these matters are elaborated in the fifteenth chapter of the Gita.
Please study Chapters 13 and 14 of the Gita earnestly, where the distinction between Prakriti and Purusha (the soul, Ishvara) is explained. After that, do read Chapter 15.