One of the standout quotes from The Truman Show is, "We accept the reality of the world with which we are presented." As Truman struggles to discover the true nature of his reality, he is attempting to understand if there is more to the world around him. This argument goes back at least as far as Plato's "Allegory of the Cave." In this argument, Plato supposes that we are like prisoners in a cave. We are chained so that we can not turn and look behind ourselves. We can only see the wall of the cave. Behind us, there is a fire and figures casting shadows, via that fire, on the wall. Beyond that, outside the cave, is where the real Truth lies. Therefore, according to Plato, we are thrice removed from Absolute Truth. Ideal (outside the cave), Figures and the fire, and thirdly, the shadows which we see.
That is the historical beginning of such a philosophical argument. In terms of modern society and how Truman's struggle may apply, consider that first quote. What is it about society that we passively accept? Then consider which of those things have been culturally constructed. They may have been so constructed because governing people, political agendas, religious beliefs, etc.
Truman was born into his fake world. At some point he realized he was playing a role. If he were to ignore playing that role, he could conceivably be someone/somewhere else. Truman's world is made up. But the outside (our) world is somewhat similarly made by us. We may choose to play roles society expects of us or we may explore other ways of being. So, it's not just that the world we live in is an appearance in the sense that we make it up (in terms of infrastructure, voting for politicians, working certain jobs, believing certain things, etc.) Each of us also might ultimately face what Truman did. Why have I always accepted this role? Am I missing something? Are the people in my life genuine or merely acting?
There are a lot of ways to interpret this film. Consider a very specific concept whereby Truman comes to believe everyone around him has been acting. Only then does he consider that he's been conditioned to behave in certain ways. His fear of the water is one such condition. So, another way to go about this is to consider what you believe, are afraid of, etc. And while those beliefs come from real experiences and reflect what you know about the world, there is always the possibility that you can overcome a fear, change beliefs, and so on.