Advaita Vedanta shows us step by step. It enables us to appreciate that the one thing which I am certain about, which nobody has to teach me, I exist. Problems are there at the body level. But if I identify with it or I see myself as that limitless self, Atman, I am Brahman. No problems. My own certain existence and that infinite existence are one and the same existence. This is what we realize.
Swami Sarvapriyananda teaches the Katha Upanishad, one of India's most revered texts which is also a part of the Vedas. It is a collection of philosophical poems representing a conversation between the sage Naciketas and Yama (god of death). They discuss the nature of Atman, Brahman and Moksha(liberation).