Great question, your brain believing something which isn’t there. Sometimes illusions work because of shortcomings in the normal anatomy of our eyes. Look at car wheels, at a certain speed it looks like they are going backwards, when they clearly are not! Optical Illusions can use color, light and patterns to create images that can be deceptive or misleading to our brains. The information gathered by the eye is processed by the brain, creating a perception that in reality, does not match the true image. Perception refers to the interpretation of what we take in through our eyes.
The mirage is another classic example, but that is due to the heat of the ground above the surface that causes refraction in the air, hence we see a reflection of the sky above. Not nice when you’re thirsty!