The fundamental structures of our reality are time and space. Think of these as the walls, stage, ceiling, curtains, rafters, etc of a theatre that all of humanity is sitting in. Now, for all of human history, we have tried to think our way outside of this structure to see what's outside of the theatre in the real world. Where were we before we were born? Where do we go when we die? Who created the universe? Why did they create it? Do we have souls? And so on. Priests, philosophers, and thinkers have tried to answer these questions forever, they've tried to show us the way out of the theatre into the real world that lies outside of the structures we reside within. But time and time again, we come to realize that the priest who led us outside of the theatre didn't actually lead us anywhere, all he did was put on a play in front of us, the audience, about what he thinks the outside is like. And so we shake our heads and decide to follow another man who claims to know how to get outside the theatre, but the same thing happens.
And this continues on, until we get to the Enlightenment. Here, we looked back on the history of all of the plays we've ever put on, all of the plays we falsely thought (at the time) were leading us outside the theatre, and we (read: Kant) came to a conclusion: every time someone tries to lead us outside the theatre to see what's beyond our governing structures, it turns out to have just been a play the entire time, and in fact we were just sitting in our seats having never left. So where does this leave us? Philosophy (read: Nietzsche) came to two final options:
1) We can stop trying to leave the theatre altogether (since it always just turns out to be a play) and sit here in the theatre watching paint dry since the plays were all lies
2) We can us this knowledge to spend our time in this theatre putting on the most terrifyingly grand plays ever put on