For instance, nations obviously only exist in our heads. But if I were to take the full consequence of that, it could easily cost me my life, certainly my freedom. The consensus reality is that nations are as real as the bullets that protect them, if not more so. It is wise to comply, unless one has a really good reason for one's martyrdom. (I believe Norway still locks up Jehovah's Witnesses, for instance. They certainly did when I was young - I met some of them when I refused to do military service. Our reasons could hardly have been more different - they had a conviction that their Kingdom was not of this world, while I had a conviction that if I got my hands on a good gun and plenty of ammo, I would kill as many f*king humans as possible before they took me down, and my religion does not take kindly to that. So we were both conscientious objectors on religious grounds.)
The thing is, as you grow up and your instincts prod you to become a productive member of society, you have to act as if consensus reality is true, otherwise you will to some degree or another waste (part of) your life. It could indeed be only partial. If you believe that Earth was created 6000 years ago, you should probably not go into geology, paleontology or anything connected to locating fossil fuel deposits. If you believe that mental illness is a purely cultural construct, you should probably not work with psychiatry or indeed the whole medical field. And if you believe the government is manipulated by the Elders of Zion, you should probably stay out of politics. The list goes on.
It seems as likely as not that 100 years from now, if there are even humans around, they will regard our time much as we regard the middle ages. Or perhaps the stone age, with the current speed of change just accelerating in every conceivable way. But this is our time and we have to live here, if we want to live at all. (Which I recommend, by the way.)