Imagine we are talking to each other live and I show you 3 pens. You can see these three pens in my hand at the time. But lets say I ask you to imagine another pen along with these three. What immediately popped into your mind is another pen as soon as I talked about it and then you put it next to the first three I held in my hand, and now there are 4 pens in my hand. Note the fourth pen is your imagination at work, there is no real fourth pen in my hand, there are just three. But your mind makes a picture in itself which you can even try to see at times (don't worry if you did not. It is easy, just needs some practice! Try doing this with your eyes closed. ;) ).
Here is a quote from Einstein on Imagination:
“Imagination is more important than knowledge. For knowledge is limited to all we now know and understand, while imagination embraces the entire world, and all there ever will be to know and understand.”
So go ahead, Imagine!