Reality itself is an emergent property of the universe, too. What kind of reality could have existed before the creation of matter, space, and time? The entire concept of reality is terrifying when you realize how fragile it is. I don't claim to know what reality is in the least, but most people think they do. How could they even begin to comprehend such an abstract concept? I dare you to construct a definition of reality that is foolproof, a definition that holes cannot be poked into. Discover for yourself that the task is futile.
One of PKD's more famous novels, The Man in the High Castle, presents a reality in which the Allied forces lost World War II. The titular man in the high castle is the author of an alternative universe novel in which the Allied forces won. You realize, then, that you're holding in your hands a tiny portal to these people's world, which I guess is what every fictional book is. However, the characters in that novel just happen to have a tiny portal to our world.
You've just been PKD'd, boyeeeee!
Dick's entry in the classic anthology Dangerous Visions presents a character who takes a drug that makes the world's leaders and politicians look like grotesque monsters. Because of the horrifying nature of the hallucination, the character wants to know exactly what it is he took. He takes the drug to a laboratory who analyzes its chemical makeup. When the results come in, the character is stunned to learn the drug was not a hallucinogen, but an anti-hallucinogen.
PKD'd again, bi-atch!
Flow My Tears, The Policeman Said tells the story of a famous television personality who falls out of reality completely. One night he closes his show with millions of viewers. The next morning nobody knows who he is. Few things are more terrifying. Do you understand reality well enough to say such an event is impossible? Would you bet your life and soul that such a thing could not happen in real life?
(I was stoned when I wrote this, sorry.)