Hallucinations are very common once you get high enough concentration. For example simple visual hallucinations (lights) is commonly associated with the onset what is called "access concentration". Complex hallucinations are also possible, visiting eg the "realm of the hungry ghosts" . A lot of this kind of stuff is talked about in http://www.interactivebuddha.com/mctb.shtml

I believe he's saying that he'd love not to.