Can you explain why we have this illusion?
We don’t have it. There is no we. There is no reason for it, just as there is no reason for anything else. It’s all completely meaningless yet totally fulfilling, but for no one.
are we a machine as well?
The body (and brain) is a machine, but there is no one inside it. There is not even an inside or an outside.
what can we do to wake up from our illusion
There is no one to wake up. Waking up is the end of the illusion. The one who seeks to wake up does not exist. There is nobody who can do anything to wake up. The illusion of self may or may not appear. It is completely impersonal, just like everything else. The self-illusion thinks it wants to wake up because it thinks it will be better; it’s not better; it’s exactly the same.