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I am studying Advaita Vedanta. According to Advaita Vedanta, this world is an illusion. It suggests one to do his duty with detachment. What I do not understand is why should one even do his duty when its clear that the world is an illusion?

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    Illusion is in reality. We live in Vyavaharika level not at Paramarthika level. So, we must do our dharma (duty) with dharma (righteousness). See this answer. – The Destroyer Feb 10 '17 at 17:26
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    Our goal is to realize the Paramarthika satya so why bother with Vyavaharika satya at all? – Lokesh Feb 10 '17 at 17:34
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    Everything in reality is not true or just Maya. But you can't live without eating food. If anyone beats you, you feel the pain. You just know "concept" but you really don't feel it as illusion. Once you really perceive it as illusion, you don't need to work or food. – The Destroyer Feb 10 '17 at 17:42
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    @Lokesh It's because You know world is Illusion.. but you are not experiencing world as Illusion.. when you really experience world as Illusion then you do not have to do anything... That's the real knowing... – Tejaswee Feb 10 '17 at 17:46
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    @Lokesh we aren't sure that when we are going to be realised... so virtues are necessary so that it provides us good birth and situations in case we are not able to be realised... so good work and Dharma is necessary....Buddha told "Dharma is like a boat. One has to ride in it to cross the river. But it is not necessary to carry after crossing the river." – Tejaswee Feb 10 '17 at 17:50
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Why should I do my duty

यस्त्विन्द्रियणि मनसा नियम्यार्भते अर्जुन​। कर्मेन्द्रिये: कर्मयोगमसक्त​: स विषिशय्ते।

Perform your prescribed duty, for doing so is better than not working. One cannot even maintain one’s physical body without work. BG 3.8

Adi Shankra's bhasya

Tvam, you, O Arjuna; kuru, perform; niyatam, the obligatory; karma, duties, those daily obligatory duties (nitya-karmas) or which one is competent (according to the scriptures), and which are not heard of [although no result of daily obligatory duties is mentioned in the scriptures, still Sankaracarya holds that it is either heaven or purification of the heart, because something done must have its consequence.-Tr.] as productive of any result; hi, for, from the point of view of result; karma, action; is jyayah, superior; akarmanah, to inaction, to non-performance (of duties). Why? Ca, and; akarmanah, through inaction; api, even; te sarira-yatra, the maintenance of your body; na prasiddhyet, will not be possible. Therefore, the distinction between action and in action is abvious in this world. ‘And as regards your ideea that action should not be udnertaken because it leads to bondage-that too is wrong.’ How?


Further Justification

Inspiration from Shriman Narayana/Bramhan

न मे पार्थास्तिकर्तव्यम् त्रिषुलोकेशुकिन्च्न । नाना वाप्तम् वातव्यम् वर्त एव च कर्मणि॥

O son of Pritha, there is no work prescribed for Me within all the three planetary systems(I would prefer Lokas). Nor am I in want of anything, nor have I a need to obtain anything—and yet I am engaged in prescribed duties. BG 3.22

Lord is Setting Example for us humans to do karma

यदिह्यहम् न वर्तेयम् जातुकर्मण्यतन्द्रित:। मम वर्त्मानु वर्तन्ते मनुष्या: पार्थसर्वष​:॥

For if I ever failed to engage in carefully performing prescribed duties, O Partha, certainly all men would follow My path. BG 3.23

For more details and clarity you should read full Bhagwad Gita Chapter 3

If you want a non-mayavadi(where world is considered real) world view you can consider reading Bhagwad Ramanujacharya's commentary through the same links provided.

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