One of the fundamental teachings of Buddhism is 'lack of inherent existence'. This directly follows from from the third 'mark' of all entities, that they lack 'essence'.
This can lead to lots of fruitless arguments about whether 'things' are 'all in the mind'. I say 'fruitless' simply because most of those arguments dwell solely in the realm of words and the participants have not explored the nature of the objects they discuss with sufficient immediacy to be able to ground their arguments on their own direct perception.
I cannot claim any great insight into emptiness, but I'm going to write about it to the extent that I do understand, in order to try and clarify some of the thoughts that have been developing over a number of years.
The first thing to grasp is what we mean by a 'thing' or 'entity'. It is important to grasp this because this is what Buddhist philosophy is negating. When you look at a tree or a rock or a mountain, Buddhist philosophy isn't saying that the area to which you give the name 'tree' (or rock etc) is indistinguishable from its surroundings. What it is saying is that you are labeling a changing flux and treating as though it were fixed. It is as though we gave names to individual clouds. In the sense that there is a relatively stable equilibrium of activity which can sustain the use of a name for a relatively long period of time. To take another example, perhaps you have heard of the Great Red Spot on Jupiter. It has been there for a few hundred years. It is stable enough to be given a name, but current evidence suggests it is a weather system. It arose, it is sustained and it will pass away. Similarly a seed falls to the ground, germinates, grows, flourishes into a tree which occupies a certain place in a wood for decades, or centuries and in the fullness of time it collapses, rots and ceases to be anything one would apply the word 'tree' (or even 'fallen tree') to. We tend not to name clouds because their rate of change (and lack of individual relevance) does not support the activity, but we do tend to identify trees, especially those which we see regularly. However the use of a convenient 'signpost' in our communication about the world does not justify the assumption that some kind of 'entity' had been created. The apparent 'things' of our world have more the nature of verbs than nouns. They are actions. They are, as it were, slow moving energy.
Looking at this in another way, consider again the tree. A typical large tree in the height of summer pumps a huge amount of water through itself from the ground to the air. It produces leaves, it converts sunlight, it synthesizes resins, oils and much more besides. If you walk through a pine forest on a hot day it is easy to appreciate that you are no only surrounded by trees but have trees within you. I don't mean this in any kind of a spiritual, airy-fairy way. You can smell the trees. The only way you can smell the trees is by the trees being in contact with your taste and smell receptors. The trees give off volatile material which floats in the air and you breath it in. You may well limit your application of the word 'tree' to the relatively solid bit attached to the earth, but that is something you are doing, not something that is inherent in the nature of the tree. The tree has many processes, some of which we choose to be included within the scope of the world 'tree' (such as the transportation of water) and some of which we generally exclude from the scope of the word (such as the evaporation of volatile oils). The tree communicates with you. There is a process of exchange between you and the tree (such as the oxygen/carbon dioxide exchange). In a conventional, everyday sense it is convenient to apply conventional labels to distinguish different parts of the person-tree process, but these are labels of human convenience. Because of human capabilities (both in perception and action) certain boundaries (i.e. Places where properties change) become significant. Those significant boundaries might be quite different to beings with different capabilities. For instance a bacterium or a virus may place (in terms of their behaviour) great significance on the chemical composition of a fluid yet be relatively unconcerned (ie unreactive) to the edge of what we treat as an entity. Neutrinos pass through solid matter with almost the same ease as they pass through empty space.
So, in this view, the world is made up of swirling patterns of change with some patterns having a temporary relative stability. Buddhist philosophy simply says that the swirling patterns are no more (and no less) than that. Suffering (dissatisfaction) arises when we attribute permanency to the impermanent. So long as we continue to grasp at things we are grasping at dissatisfaction for there are no ultimate things. We pick up a ball of wet sand, and as it dries in our hands the sand slips between our fingers. That is the fiction inherent in grasping at entities.
The point at which many people baulk is the application of this teaching to people, the teaching of 'soul-less-ness'. This is not denying a 'spiritual' side to people's nature. Buddhism is certainly not a materialist teaching. However it is saying that change and lack of entity is as true to the spiritual as it is to the material. Indeed it is only by lack of soul that there can be salvation.
In effect we 'digitize' the world. We split it up into chunks to which we can apply labels and then apply labels to all the ways in which those chunks interact or communicate with each other. Imagine you took a subtly coloured picture (for instance something by Turner) and then described it in the words. We now give that description, and that description alone, to a second person and ask them to reconstruct the picture. Assuming that the second person has all the technical skills to accomplish the task, how similar do you suppose the reproduction would be to the first picture. Clearly this type of reproduction can be done by the much subtler, more fine grained language of computer encoding of pictures and in that way the reproduction can be done with high accuracy. But solely relying on the words we normally use to describe the world it would be a practically impossible task. Yet those words are the agents of the mental entities we use to decompose the world. The 'digitization' we apply is crude compared with the world of our perceptions and cruder still when compared with the ever-changing flux of existence.
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