Just think about it, everything you sense, it's all just in your head... isn't it? Is the computer screen in front of you right now really there? ...does it have it's own independent form? ...or is it just part of a string of data that your conscious makes up?
All the information that your eyes are feeding to you.. It may seem as though it exists outside the realm of your immediate being, however, the moment you make that interpretation, it's already inside your mind. Because of this, is there really anyway to conclude that anything really exists outside your own mind?
Did you ever read the book A Beautiful Mind? Jon Nash believed the people who were supposedly just "figments of his imagination" were really there. But in his mind, they were real., and even assisted him with the challenges in his life. However, if this is true, who is to say that everyone we meet is not just a figment of our own imagination?
The fact is, because everything you sense is interpreted with your mind, it all is truly just in your mind.