I remember when I took my course of "Theoretical Physics" (so called, it was an Introduction to Quantum Field Theory in actuality) and I realized that particles do not exist. It was quite an enlightenment. Particles are a convenient description of Quantum Fields in the perturbative regime, but what Quantum Fields are is not known, not even at the mathematical level. When you live at frontier of knowledge, as a Theoretical Physicists, reality becomes fuzzy. But that's life.