Look around you, Victor. You're surrounded by thousands of things, of different substances, shapes, colors, physical qualities. All of these things are composed of only 92 fundamental elements, and these elements are composed of only three fundamental particles. Great diversity can arise from a very simple, even unified substrate.
From a metaphysical standpoint it is all a function of consciousness. Unlike western theology, Eastern philosophy is all about levels of consciousness. Consider a dream (2nd-state consciousness). When I dream I am unaware of other states of consciousness. The dream is my reality. My dream experiences are real, my dream achievements and disappointments are real. The fact that things are happening that fly in the face of physical possibility does not occur to me -- such is the reality of 2nd-state. If I dream of a gunfight I fear real fear, if the nightmare becomes intense enough I may even be ejected from/die to 2nd state and find myself in 3rd -- waking-state, (which we're now experiencing).
As in 2nd, waking-state is a reality to one experiencing it. But also like 2nd-state, it is a subjective reality only. It is not objectively real. It is another level of dreaming, and the physical contradictions inherent in it do not intrude on the consciousness. They may be perceived only through physics and mathematics.
As I'm sure you've heard, the goal of many Eastern religions is Enlightenment -- the waking-up to states of consciousness/realities above ordinary 3rd-state. The ultimate goal is to achieve a subjective consciousness congruent with Objective Reality, where perception and physics are unified.
Your difficulty in grasping the unity of self and God is perfectly reasonable, Victor. You are not "slow." The fact is, it is not psychologically possible to perceive Unity in Waking-State. It can only be apprehended theoretically, mathematically. 3rd-state is all about diversity and difference. When I speak of Unity I am describing the realities and experiences of 5th, 6th and 7th-state worlds. In these states the unity of all things can be directly perceived. The unity of yourself with the substance of the Universe is obvious and self-verifying.
In third-state you can see and touch a teapot. "Teapot" is real. But in 7th-state teapots cannot exist. You are incapable of dreaming/perceiving "teapot," incapable of perceiving any discontinuity between self and the substance of the universe. You are incapable of perceiving diversity at all. You are beyond even God -- You are Brahman.
In 6th-state your Reality/World is as above, but you are still capable of peeking into 3rd-state, of showering forth individual sparks from your undifferentiated fire or droplets of spray from your homogenous ocean. You exist in and are equally conscious of all places, all Universes, all times, all beings, all things, simultaneously. You play at exploding into universes, coalescing into suns, evolving into conscious beings, peeking out through their eyes (incarnating), into their tiny, differentiated, time-bound little worlds. 6th-state is a dance, all play, all bliss. In 6th-state you are Ishvara -- God.
This is what Hindus are talking about when we talk about the unity of all things, of individual self vs Universal Self. It cannot be grasped or perceived in our current dream.