The human brain is the most complex thing in the known universe. Scientists know a lot about it but there is a huge amount more to learn.

Looking at dreams and out-of-body experiences is interesting to help answer your question.

There have been studies trying to prove out-of-body experiences were real rather than created inside of the brain by placing phrases above hospital rooms to see if anyone remembers ever seeing these. To my knowledge nobody has seen any of these phrases during an out-of-body experience.

http://en.wikipedia.org/wiki/Sam_Parnia

http://en.wikipedia.org/wiki/Out-of-body_experience

Dreams can seem just as real as real life so I'd speculate that there is nothing that happens in our brains that can't be explained by our brains chemistry.

There have also been many types of experiences from taking prescription and recreational drugs. DMT is said to transport you to other sides of the universe and allow you to see machines and beings that you could otherwise never imagine. I've heard of one person saying that they started taking a new medication and could create persistent worlds within their brains that they could visit and continue to build upon each night, then the dream world they created disappeared and never returned once they stopped taking the medication.