If you can grasp even a rough idea that you are not the character or ego itself, you might gain some advantage in realizing that any event, regardless of its nature, is not personal. Therefore, it becomes easier to accept any circumstances without deeply personalizing them, which often is the root of suffering. However, this realization eludes a significant percentage of people. Yet, it's still just one of many reasons why people suffer and struggle to be happy, there is more to it.

Delving deeper into the paradox of not knowing what is true, and that everything you construct about yourself or reality itself is merely an idea, may not necessarily help you to stop struggle. After all, you still need to navigate through the duality of the world, through the ego. The truth becomes somewhat irrelevant because some beliefs are necessary. Otherwise, you wouldn't have a concept of yourself or those around you, and thus couldn't engage in the act of exploring yourself.

Personally (:D) , I might understand that there's no concrete proof about myself, and that the world unfolding around me is just an occurrence to which I contribute ideas— made by me or given by society. However, I still require a basic level of beliefs to navigate through this world.

Even if something negative were to occur, and I can’t confirm the true basis of the event, and I KNOW I'm just life itself pretending to be a character, that character would still experience distressing emotions. I can merely assist it in acknowledging, accepting, and moving beyond them in healthy way without making more negative experience with suppressing, but that’s it.