What things are made of is explained to us by science, but these are phenomenal explanations of phenomena in terms of other systems of phenomena - all of which very nearly makes sense. There are a few holes in the picture but you assume that they can and will be filled with more of the same. But what are the phenomena made of? That is a different kind of question. You can say that they are made of mind. In just the same way as in a lucid dream you can be fascinated by the apparent solidity of the objects you are surrounded by. You can pick at them, scratch them, throw them around and they are wonderfully solid even though you know that they are made out of dream stuff, that they bear certain assumptions which you are free to change by an act of fresh imagination. The fact that you can't change the world-stuff in the same way doesn't make it essentially different, it is just that it is rooted in a deeper layer of mind, or in consciousness which is so much more vast than anything you can encompass within your individual reality. It is like living next to a staggeringly huge mountain which you have grown so used to as the background of everything you've ever known that you no longer see it. If you can unblock your vision you will be filled with awe, not at the sublime otherness of it, but at the familiarity with which it has created the stage for everything you have ever experienced.