Physicists make up mathematical models of the theoretical situations and do experiments to see whether measurements from the real universe match those predicted by the models. Two of the most effective of these models at making such testable predictions have been quantum mechanics (QM), and Einstein's general relativity. Both of these models use imaginary numbers in their calculations and can have results (such as the order of events) dependent on an observer's perspective or choice of observation method.
The interpretation of what such math tells us about the real world we observe is often open to vigorous debate.
Complex number planes that use imaginary numbers which are multiples of the square root of negative 1. From a mathematical viewpoint this might make sense but saying I am "imaginary five" meters from home might be more likely to mean: "I am 5 fractions of a seconds from home" than "I imagine I am five meters from home".
Quantum Mechanics makes the assumption that when we look at the smallest building blocks of the universe things appear to be digital and random much like looking at pixelated white noise on an out of tune TV screen. It also incorporates imaginary numbers to generate possible worlds.
The mathematics of Quantum Mechanics and related models such as information physics tell us a lot about what happens at the microscopic level but it doesn't, necessarily, give us an explanation of, why the universe seems to follow these mathematical rules, or what the universe is actually like, in terms of our everyday understanding.
The interpretation of what the mathematics of quantum mechanics actually mean is one of the most hotly debated topics in the physical sciences.