Losing illusions

All the great thinkers, religions, etc. say that the important thing in life is to understand that it is all illusion. Only our very essence is real. The rest has no importance.
I do agree and I managed to see through some of the most interesting illusions of life.
It makes life in a certain way less painful, less suffering and it forces you to start looking more into interior experiences instead of drinking in all the excitement that comes from outside of us.

But losing illusions is also boring, it is like being the only sober person amidst a group a drunk, they laugh, do crazy things, nothing they say makes sense but who cares?
The next day they have forgotten all the nonsense they lived the night before but the sober person remembers it all.

Losing illusions creates emptiness, a big question mark that lacks the question that should go in front of it. It is a serious problem!
What to do with the emptiness?

Nothing???