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No, numbers are not imaginary. Digits and numerals, which are the way we represent numbers, are imaginary. The numbers themselves are not.
What's a number, then? Can you point to a number in the real world? Where is 2? Where is 4? If you put two apples on a table and say, "There, there is two.", then where is the two? The idea of two separate apples is itself a mental construction: imaginary.
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I agree. This is why I have a hard time with math as a concept, I need to be able to learn how something works, why it works, the history of it etc, numbers are simply a construct we came up with as a means to measure the world and communicate, I can't feel or touch a number, it's all in your head.