If he wishes to get at Reality, he may follow any mental discipline that helps him sharpen reason, tranquillize the mind, develop moods of abstraction, and completely concentrate thinking. All the different yogas, religions, and so on are more or less imperfect steps in this direction, so he is at liberty to invent his own. They are all only means, not ends. Parallel with this, he must thoroughly master and make his own by conviction the strange truth that All is Mind. This he can get even from the Western philosophy of the school of Idealism. He can study the books of Berkeley and Eddington, the idealistic portions of Schopenhauer, and also good interpreters of Immanuel Kant--as he writes a most unintelligible style. But he should take care to seek only for the proofs of philosophic Idealism in their works, rejecting all their theological and other speculations. In this way he can build a foundation for the higher and more advanced work which must come later. He must think his own way to truth, for the aim is to develop insight and not to become a mere metaphysical speculator or bookworm. Once he grasps this, it will not be so difficult to penetrate to the secrets of the ancient sages, for they are all based on this fact: that the world which we sense through the five senses is purely a mental world, that we know only what the mind tells us, that matter is a supposition to account for the solidity and tangibility of our sense-impressions. The mystic and the yogi, when sufficiently advanced, each makes a somewhat similar discovery in his reverie or trance, but he makes it only as a feeling and a transient one at that. It is only by thorough reasoning that the permanent understanding of it can be got.
-- Notebooks Category 2: Overview of Practices Involved > Chapter 4 : Practise Mental Discipline > # 98