We do not perceive the world directly. This is one of the most rigorously established findings in contemporary neuroscience, first stated in 1867 and confirmed by contemporary research.
The brain is a prediction engine. Continuously, and far beneath all awareness, it runs a generative model of the world, a model that predicts what the incoming sensory data is going to be before the data arrives.
The incoming signal does not deliver the world to you. It merely corrects the prediction wherever the prediction has gone wrong. Some in neuroscience call ordinary, healthy, waking perception a controlled hallucination.
The brain is hallucinating the world, generating it from the inside out, and the sensory signals are merely the control, the leash, the corrective feedback that keeps the hallucination tethered to reality.
Between perception and incoming data lies the realm of the embodied imagination that continuously creates the embodied world you live in.