Science is what happens when your fictitious model gives you predictive power over reality. It's the careful method of choosing one model over another based on this criteria.
A map is not a territory - this is already an old maxim.
A model is not a reality is the one of today. Look at all that "economy", "psychology", "nutrition" nonsense. These models are so weak and artificial, they are not even good-enough for considering "as if".)
"All models are wrong; some models are useful." -- George Box. Or as I like to put it, "The key to life is perspective" (http://jamesthornton.com/manifesto).
But that is far too pessimistic, even for a cynic like me.
That stuff roughly occured to me in my youth.. that you probably cannot fully know and describe a system while being part of it. I don't find that depressing at all. Sure there is a reality, maybe it is internally consistent; there's just no way from fiction leading to there. We can build imperfect models of the shadows on the wall of the cave; we can't even make imperfect models of all of reality. It's like trying to make sense of a piece of code, give a definite answer, without knowing the code that comes before and after it... it won't ever happen, you can guess as long as you want, you can never fully confirm or deny your model. Don't get used to, don't identify with that house of cards, and there is nothing depressing about blowing it away.