This highest level is in the first world (Atzylut) and it's the highest level in that world. That level is the main point, just it's not understood yet, so since G-d is not understood, he encloses himself in this level and every person has this level in him. Therefore every Jew believes in G-d and is willing to give up his life in order not to rebel against G-d and bow to an idol. Even though he doesn't understand why he's doing that.