Quixote's lone descent into the Cave of Montesino is an equivalent of the trips to the Underworld undertaken by his forbears in the classical epics. A cave so called is actually located in La Mancha taking its name, along with the nearby Lagunas de Ruidera also mentioned in the novel, from characters in the Carolingian cycle of romances (see note to page 455), several of whom Quixote meets within.
Quixote's fantastical account of his visit to Montesino's subterranean crystal palace is a source of great ambiguity for both the book's readers and its hero. Despite being the only time that his madness is totally freed from the restraints of reality, the episode later causes Quixote to repeatedly doubt himself. He asks both Master Pedro's 'prophetic' ape (Chapter XXV) and Don Antonio's all-knowing brazen head (Chapter LXII) whether his experiences in the cave were real or only a dream. His confusion is understandable - a profound kinship between the fuctioning of a dreaming mind and that of a delusional one is supported not only by other literary sources but by a growing body of scientific research.
Clinical comparison between waking schizoid delusions and 'normal' dream events: The Dream as a Model for Pyschosis (Oxford University Press, 2007)