God/Soul/Atma resides inside us, but He is hidden inside five curtains/veils/sheaths/koshas. One needs to unlock all these sheaths one by one, and only then can we view Him.
e.g. [ A rich man keeps his valuable jewels in an iron safe hidden in the innermost chamber of his bungalow. One must pass through five compartments before reaching the compartment where the iron safe is placed. Five walls screen the iron safe. Even so, this most valuable jewel of Atman is placed in the innermost recess of the heart. Five veils cover this Atman. In other words, you will have to pass through the five compartments formed by the five Koshas if you want to get to the jewel of the Soul. ]
e.g. [ A lamp that has five lampshades over the light. Each lampshade has different color and density. As the light shines through the lampshades, it is progressively changed in color and nature. It is a bitter-sweet coloring. On the one hand, the shades provide the individualized beauty of each lamp. Yet, the lampshades also obscure the pure light. These five levels are called koshas, which means sheaths. ]
Each of the sheaths or koshas is only an appearance. In truth, all of the levels, layers, koshas, or sheaths of our reality are only appearances or Maya, and underneath all of those appearances, we are pure, divine, eternal consciousness, God.
Physical body (Annamaya kosha)
It is the outermost of the koshas, a material/physical body also known as "the sheath of food." Our physical body is sustained by the food we take.
Energetic body (Pranamaya kosha)
It is the energy (Prana) that is the source of our physical body and governs our biological processes ranging from breathing to digestion to circulation. This force fills the physical body; excellent health can be achieved via the proper use of this force. It produces subtle vibrations related to breathing, which is the driving force behind the senses' physical aspect and the physical body's operation. It is beneficial, or essential, that this level of our being be trained, regulated, and directed so that it flows smoothly.
Mental body (Manamaya kosha)
It is the mental body; processes thoughts and emotions. It is in direct control of the operation, through the prana, of the physical body and senses. It is like a supervisor in a factory in that he gives instructions, but is not supposed to be the factory manager of life. Because of this, it naturally has doubts and creates illusions. It functions quite well when it receives clear instructions from the deeper level. However, when its illusions cloud over it, the more profound wisdom is clouded over. After taking care of the physical body and training the energy flow of prana, the most crucial part to be trained in positive ways is this level of mind.
Wisdom body (Vijnanamaya kosha)
The sheath of wisdom underneath the processing and thinking aspect of the mind. It knows, decides, judges, and discriminates between this and that, between practical and not helpful. It is also the level of ego consciousness, meaning the powerful wave of I-am-ness. This I-am-ness is a positive influence, but when it gets co-mingled with the memories and is clouded over by the manas, it loses its positive strength. A significant part of sadhana (spiritual practice) is gaining ever-increasing access to this level of our being. It is the level with the higher wisdom to seek Truth, to go within, and search for the eternal center of consciousness.
Bliss body (Anandamaya kosha)
It is the most interior of the koshas, the first of the koshas surrounding the Soul, the eternal center of consciousness. Yet, even this bliss, however excellent it is, is still a covering, a sheath, a lampshade covering the pure light of consciousness. It is the subtle most of the five koshas. In the silence of deep meditation, this is let go of to experience the center.