This riddle asks about something you can “see” even though your eyes are completely closed. The clue points to an experience that usually happens while you are asleep.
During sleep, the mind can create vivid images, places, people and events that feel surprisingly real, even though your eyes are not looking at anything.
Answer: A dream.
You can see a dream with your eyes closed, but once you open your eyes and wake up, the dream itself is no longer physically in front of you. You may remember it, but you cannot literally see it in the room.
That contrast between seeing with the mind and seeing with the eyes is what makes the riddle work.
