All illusions are just magical energy being made to behave in specific ways, really. It may not feel like anything impressive now, but you have to start with the foundations before diving into more complex images, as with any skill.
I'd recommend practicing until you can draw the circle consistently, but if you're feeling ambitious you can try changing its color. That will help you get a feel for how your will effects the magic visually, and once you've mastered color we can move on to texture, which goes a long way towards making objects look real. And once an object looks real, it's much easier to trick the mind into thinking it should feel real as well.
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I'd recommend practicing until you can draw the circle consistently, but if you're feeling ambitious you can try changing its color. That will help you get a feel for how your will effects the magic visually, and once you've mastered color we can move on to texture, which goes a long way towards making objects look real. And once an object looks real, it's much easier to trick the mind into thinking it should feel real as well.