In different Buddhist traditions, this may be interpreted differently. My answer here is mainly from the perspective of the Theravada tradition.
In our minds, we have the idea of "I am the thinker" i.e. the idea of the self. That's the primary object in existence in our reality. We also have the idea of non-self objects i.e. everything else. We objectify and classify everything around us, into non-self objects, according to their relationship to the self. For e.g. my hand, my car, not my friend, not my country.
When you look at the waters of the sea from up close in a boat, you may feel fear and insecurity, especially if you don't know how to swim and have motion sickness. To the sailor, it's a source of joy and adventure. To the fisherman, it's a source of livelihood and he sees it like a mine or oil field. To fish deep in the sea that has never left the waters, the concept of water doesn't occur to it at all, as it does not know any other reality.
Another example - a piece of cooked meat appears like delicious food to the meat eater, and it appears repulsive to the vegan. To a honey bee, it appears like dirt because it's not its food.
These examples go to show that objects do not have the inherent essence or meaning given to it by the mind.
What's a body of water to me is nothing at all (or perhaps everything) to the fish. The waters of the great sea, as a place to sail and swim, and as a body of liquid, doesn't really exist, except in my mind. It certainly doesn't exist in that way to the fish.
What's delicious food to me, is dirt to the honey bee. So, the delicious food doesn't really exist, except in my mind. The dirt doesn't really exist, except in the honey bee's mind.
This concept is called papanca in Theravada, which is objectification plus classification, also known as reification. And it's related to anatta (the teaching that all phenomena is not self), because papanca is when non-self things are reified into objects and they are classified relative to the self. The idea of the self is also papanca.
This does not mean that things don't exist, except in my mind. It means that things don't exist as how my mind thinks it does.
What about the Mahayana tradition?
Nagarjuna taught that all things are empty of inherent essence or "own being" (svabhava) including emptiness itself. Somebody tried to say that just like people are empty of a self of people, the chair is empty of a self of chairs. In my opinion, this is equivalent to papanca of Theravada.