Is what we think only our fantasy? Kant said "No", although without those sensual and rational limitations, we can think nothing, then Kant was convinced there would be something we could not know directly behind our limitations, and even with limitations we could know something. It can not be a personal fantasy either, since those limitations were common to all human reason before our particular experience. Kant called what we could not know directly "Ding an sich" -- "thing itself". We can think "thing itself" but cannot have any experience about it, nor know it. God, the eternity of soul, life after death, such things belong to "thing itself", so they were not right objects of philosophy according to Kant, although people had liked to discuss them from ancient times.