You're driving down the road on a sunny summer day. In the distance, the pavement looks wet, but the "puddle" disappears as you approach, only to reappear farther in the distance. You are seeing a mirage, but it's not some illusion of your mind. A mirage is an image of a real object. It's just not where it's supposed to be.

To understand mirages, realize that light bends when it travels from one substance into another - this is why, for example, when you look into a swimming pool, objects often appear offset from where they really are. Light also bends when it travels between air of very different temperatures, just as would occur over a sun-baked road. The air right next to the road is very very hot, while air just a couple feet up is much cooler.

Now imagine light from the sky entering this narrow zone of contrasting temperature. The light will be bent upward, and the hotter the air next to the ground, the greater the bending. Because of this bending, some of the light you're seeing when you look at the road actually originated from the sky. In other words, the "puddle on the road" is really just a blurry image of a piece of the sky. It is not an illusion or a trick of the mind - it is an image of a real object that's just not where it's supposed to be.