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For that the reader has to reader the Book Jnana-Yoga by Swami Vivekananda. It is a part of the larger Complete Works. He has clearly explained what is Maya. Excerpt below -

Now, it is a statement of fact that this world is a Tantalus’s hell, that we do not know anything about this universe, yet at the same time we cannot say that we do not know. I cannot say that this chain exists, when I think that I do not know it. It may be an entire delusion of my brain. I may be dreaming all the time. I am dreaming that I am talking to you, and that you are listening to me. No one can prove that it is not a dream. My brain itself may be a dream, and as to that no one has ever seen his own brain. We all take it for granted. So it is with everything. My own body I take for granted. At the same time I cannot say, I do not know. This standing between knowledge and ignorance, this mystic twilight, the mingling of truth and falsehood — and where they meet — no one knows. We are walking in the midst of a dream, half sleeping, half waking, passing all our lives in a haze; this is the fate of everyone of us. This is the fate of all sense-knowledge. This is the fate of all philosophy, of all boasted science, of all boasted human knowledge. This is the universe.

What you call matter, or spirit, or mind, or anything else you may like to call them, the fact remains the same: we cannot say that they are, we cannot say that they are not. We cannot say they are one, we cannot say they are many. This eternal play of light and darkness — indiscriminate, indistinguishable, inseparable — is always there. A fact, yet at the same time not a fact; awake and at the same time asleep. This is a statement of facts, and this is what is called Maya. We are born in this Maya, we live in it, we think in it, we dream in it. We are philosophers in it, we are spiritual men in it, nay, we are devils in this Maya, and we are gods in this Maya. Stretch your ideas as far as you can make them higher and higher, call them infinite or by any other name you please, even these ideas are within this Maya. It cannot be otherwise, and the whole of human knowledge is a generalization of this Maya trying to know it as it appears to be. This is the work of Nâma-Rupa — name and form. Everything that has form, everything that calls up an idea in your mind, is within Maya; for everything that is bound by the laws of time, space, and causation is within Maya.

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Maya is erroneous perception. We take that which has non-existence to have existence and that which is existence itself eludes our eyes even though being right there all the time. This Is Maya. A paradox. And Paradox have no logical explanation you have to see through it.