This is, I believe, the basis of spiritual investigation. Spiritual investigation is looking beyond the physical and into the spiritual, which can be defined as the underlying reality behind the apparent reality. Of course, there is an argument regarding the definition of what the spiritual foundation for apparent reality is, and there is also an argument regarding what the reality we perceive is, but in order for there to be spiritual investigation one must first understand this basic principle, that all is not as it seems.
I think this can be taken one step further as well. The spiritual reality underlying apparent reality is itself based on a deeper foundation. Thus, just as things on the first level are not as they seem, so too are things on the second level not as they seem. One can (and should) go on and on down the line until they find actual reality, which will most likely shock and amaze the investigator. At every level, thus, a person should attempt to avoid the trap of thinking 'this is it, I have found IT' and remember that just as they were once blinded by a veil, so too are they probably now still blinded by just another veil.
Various paths define this principle in different terms. Some say 'reality is an illusion', some say 'reality is a veil', others liken it to the skin of the body - the outermost layer of a deeper system. Some say angels and demons are the background, some say they are impersonal forces, others say it is microscopic molecules and yet others say it is simply varying degrees of unity and separation. All these people have gone through their own methods of investigation and have come to very different conclusions. How to tell who is right and who is wrong? The task seems daunting and possibly even futile. All these varying opinions, however, all have this one rule in common, that 'all is not as it seems'.