Although the duality of the material world does not ultimately exist, the conditioned soul experiences it as real under the influence of his own conditioned intelligence. This imaginary experience of a world separate from Kṛṣṇa can be compared to the acts of dreaming and desiring. When the conditioned soul dreams at night of something desirable or horrible, or when he daydreams of what he would like to have or avoid, he creates a reality that has no existence beyond his own imagination. The tendency of the mind is to accept and reject various activities based on sense gratification. Therefore an intelligent person should control the mind, restricting it from the illusion of seeing things separate from Kṛṣṇa, and when the mind is thus controlled he will experience actual fearlessness.
Srimad Bhagavata Purana
श्रीमद्भागवतमहापुराणम्
मूल श्लोकः
अविद्यमानोऽप्यवभाति हि द्वयो ध्यातुर्धिया स्वप्नमनोरथौ यथा । तत्कर्मसङ्कल्पविकल्पकं मनो बुधो निरुन्ध्यादभयं ततः स्यात्
avidyamāno'pyavabhāti hi dvayo dhyāturdhiyā svapnamanorathau yathā | tatkarmasaṅkalpavikalpakaṃ mano budho nirundhyādabhayaṃ tataḥ syāt
SB 11.2.38