This is one of those questions science minded people come up with, but then Modern Materialistic Science thinking and mental constraints makes everything wrong.
A well known example of this thought type is that we are brains in a jar hooked up to a virtual reality system.
They say that you wouldn't be able to tell.
They say that this could explain our entire reality.
These kinds of thought experiments are fun, however, they are usually no where near close to explaining our reality. AND! when Modern Materialistic Scientists describe their theory, they leave out the most important parts of reality, thinking that they are immaterial, or do not matter.

Being a Brain in a Jar
The idea of being a brain in a jar only works if our consciousness is in our brain. It is not, and most people who meditate or have an out-of-body experience can tell you that thought is not occurring in the brain.
There are so many experiences that did not come from our 5 senses. Of course, Modern Materialistic Scientists throw all of these out. Just hallucinations.
Further, we have more neurons in our bellies than we have in our brains.
The heart is not to be ignored either. Where does love come from? Most describe it as being of the heart.
Basically, in order to be a "brain in a jar" we have to also accept that consciousness is a phenomena of having enough neurons, and this can only come from people who are stuck in their head.

Reality could be described like a video game
There are a lot of caveats that need to be added to the idea that we are living in a video game.
The universe computes the next frame and draws it with an ultra-fast particle, trillions of times a second, so that we think we are moving, and interacting. That is not much different than a computer monitor/television.
However, before we go entertaining ideas that you are trapped by some higher intelligence beings, in this video game scenario, you are the person playing the game, you are the programmer, you are the world designer and the one that wrote all the quests, AND you are the character in the video game.
Of course, you, the video game character do not realize that it is all you at every step of this system. And you believe that this is reality. And you are having very real experiences, and making real choices.
The Modern Materialistic Scientists will try to point out that you, the character in the video game, whatever you do is meaningless. This is just a game, they say. But every gamer knows that it is all about the experience. Even if you are separated by a piece of glass.

Basically, in order for Modern Materialistic Scientists to be correct about us being "Brains in a jar" we have to ignore all of metaphysics. We have to assume that consciousness is matter of just having enough transistors. We have to assume that thinking happens in the brain, and anything strange that is encountered is just hallucinations or a software glitch. We have to assume that time is linear.
But the biggest thing we have to assume is that all the "real stuff", that these scientists define as reality, are just electronic signals to the brain. Which kinda destroys Modern Materialistic Science which declare that the only stuff that is real is what they can see, touch, and measure.
What a conundrum for the poor scientists.
Our reality is a very intricate puzzle with many agreements with many other beings all working together to play this game that we have set up for our consciousnesses to enjoy, experience and learn about ourselves.
There is so much going on that our little human minds cannot do much more than grasp the Cliff Notes, the highlights of what is going on.
And for us to explore our universe, we are going to have to learn new methods of testing things. Because, what is out there isn't truly solid. And our internal thoughts are much more important that we may ever realize.

I think it's a misunderstanding, things are real but not as they seem, this doesn't make them imaginary.
A monster in a dream is real in the dream.
The matrix concept is useful to get past insisting that we know everything. Once we can agree on that then we can work towards what is practical to understand for what we perceive. Faith in God is similar. Of course it all could be a hoax, but to function your mind has to assume some things based on good evidence.
Someone recovering from a stroke often has to retrain the assumed functioning of his body. He cannot pay attention to every little detail all the time.
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