Śrīmad-Bhāgavatam 11.28.5

"Although shadows, echoes and mirages are only illusory reflections of real things, such reflections do cause a semblance of meaningful or comprehensible perception. In the same way, although the identification of the conditioned soul with the material body, mind and ego is illusory, this identification generates fear within him even up to the moment of death."

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https://vedy.online/en/sb11/28/5