Maybe I think I know, but I'm also fine with mystery.
It's not much of a mystery though because you know by direct experience even though you are believing an illusion. You are a conscious, aware being expressing itself in/through creation. The Creator is a conscious aware Being expressing Itself and it does that through and in creation. The soul is nothing more than a piece/channel of God, an expression of the Creator. Both the soul and God are one, they are the same in nature there is no distinction there. The only thing different is the form the soul is confined in, the perception and choices it takes on through experiences but the soul comes out of the heart of God and is God expressing Itself through the created worlds.
The soul is an individualization of the One to experience right through that channel or vessel of awareness to experience something away from the alone state. And God does this through many states of consciousness and layers of experiences, a soul can be nothing other than what it came from.
Close your eyes and get alone, that is what you are by nature. You are a conscious, creative being inhabiting a material body, but that soul, or conscious creative being is infinite, without form. The individualized soul is wrapped in layers, these layers confine the soul to its experience. These layers are known as spirit bodies or subtle bodies.