I suppose if consciousness is indeed an illusion then that would at least explain why it's so hard to understand. Or rather it may not be that it's hard to understand but understanding an illusion usually means dispelling it, which is problematic when that illusion is consciousness.
Then again claiming something is an illusion is usually less than helpful. Colour is an illusion of sorts (or a qualia if we're being technical), but 'colour is an illusion' is an unhelpful answer to the question 'why is the sky blue?'.
Consciousness is literally the only thing which can't be an illusion, because it's through consciousness that illusions are perceived in the first place. Cogito ergo sum; you can doubt what you are experiencing as much as you like, maybe it's a dream, maybe it's a simulation, maybe there's an evil demon deceiving you through magical means, but you can't doubt the fact that you are experiencing at all, even doubt itself is part of the experience.
Then again claiming something is an illusion is usually less than helpful. Colour is an illusion of sorts (or a qualia if we're being technical), but 'colour is an illusion' is an unhelpful answer to the question 'why is the sky blue?'.