They both thought it was just a mirage. It wasn't the first one, but at a time, they saw different things. They just thought this time, the illusions have gotten better. To the point it let's two people see the same thing.
They wouldn't believe it until they stepped on its solid ground. Until then, they'd treat it as just another imaginary place their brain made up.
When they reached it's first solid stair, they were ecstatic. For the first time in weeks, their feet didn't sink with every step. Which is why the stood dumbly, at the first flight of stairs, unbelieving.
The structure was made of pure gold stone. They thought twice about going in, that's how pristine it was. They felt they would dirty it, if they'd set their foot on it.