When people who use psychedelics say that there is 

"A connected underlying 'thing' out 'there' that connects us all",

 the more sober amongst us hear that and thinks

 "The drugs are causing a hallucination in the person and when more people do psychedelic drugs, and they experience this same or similar hallucination, it gets reinforced by our society - telling you what happens when you are on a hallucinogenic trip...that you're going to see geometric shapes, and patterns. That you might see an entity that tells you all is well...that you'll feel the connectedness of all things.  That the boundaries between things will relax and loosen and sense of time will go away.".  

Having experimented with various hallucinogens myself, I've experienced all of the effects that I suppose I would have anticipated. Sensing the feeling of connectedness and oneness, and the feeling of an underlying something resonates enough in my being that I've explored it philosophically and spiritually; so, whether or not the experience was "real", I suppose, doesn't so much matter, because it led me down a journey of self-discovery that's helped make me feel like a more whole and complete person, and is giving me another outlet for my constantly wandering mind to explore.