Having read Lila recently, I was impelled to pay another visit to ZMM. An excerpt from this venerable classic (I am yet to finish the book, so I am sure there will be more such passages to come):

The first problem of empiricism, if empiricism is believed, concerns the nature of "substance." If all our knowledge comes from sensory data, what exactly is this substance which is supposed to give off the sensory data itself? If you try to imagine what this substance is, apart from what is sensed, you'll find yourself thinking about nothing whatsoever.

I don't remember this passage from my first reading, so I am all the more surprised at its similarity to something I posted a while ago.