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Very interesting question.  If everything is a construction of the brain, then ... so too must the brain be.  As per the image, by Kate Gould, to the right (click for enlargement). There is a thought, and from that derives an explanatory thought: the brain?  Which in turn makes sense of the thought? The brain both derives from and accounts for itself, in a recursive, self-referential loop?  Yes, it leaves us a bit hanging in space without a clear foundation.  A little uncomfortable perhaps, at first.  But maybe though that's where we belong?  Bootstrapping?  Start somewhere, and see if one can make sense from there of everything else, including where one started?