I know someone mentioned Descartes already, but I'll do it too.
You have to exist to be able to doubt your own existence. Everything else may very well be illusory, but your intellect, at the least, your self awareness, exists.
Why does everyone have to quote Descartes on this? He got it backwards, one's own thinking or doubting can't validate his or her existence. Only social interaction and communication can do that, without other 'minds' it wouldn't even make sense to speak of existence, or for that matter, of anything. Modern philosophy since Wittgenstein has worked on abolishing this kind of self-centered solipsism, but apparently it's still a deep-seated attitude.
Dude who mentioned the positive aspects of existentialism has it right; self-reliance and responsibility are the best consequences to draw from an otherwise meaningless existence.