What exactly is “real”? How do you know that your dreams are “not real”? Because your mother told you so. How do you know that the wall you see in front of you is “real”? Because you see it. And because other people see it too.
But not all people see the same. And surely not all animals see the same. Is what an X-Ray telescope “real”? If your eyes used the infrared spectrum and did not even see the wall, would that “reality” be “real”?
And what if someone does not see the wall? Well, easy. You just name him “crazy” or “ill” and the problem is “solved”.
But what if he tries to pass through the wall and crash on it? Well, quantum mechanics (QM) has the solution for that too. An electron, in Newtonian mechanics, can be stuck on one side of an impenetrable barrier. In QM, however, its wave function can be partly on one side of a barrier and partly on the other side at the same time, which allows for the possibility of “tunneling”, a common effect in semiconductors. Interestingly, this theory does not only apply to subatomic particles, but also to macroscopic objects like me, you and Donald Trump’s hair. Since our bodies are composed of particles, each of which are just wave functions, your body is simply the superposition of these zillions of wave functions, thereby creating its own “macroscopic” wave function. Theoretically, for this reason, you have a finite probability of passing through a wooden door, much like the electron tunneling effect. All of our particles should be coherent, like in a laser, but again this has a “good” (i.e. above zero) probability of happening. 
Don’t try this at home though. There is a legend talking about a Thibetan monk who concentrated too much in order to try to pass through a wall. He did manage to start passing through the wall but because he lost his concentration at some point he was left stuck into the wall and died.
Weird is part of Nature.
Weird is part of Reality.
And more and more evidence indicate that the “reality” we see is not the same as the reality seen by other organisms or even by other humans. Until we find out the truth, let us not be so arrogant as to claim that “this wall exists”. Maybe one day we will suddenly cross through it…