I used to feel the same way. I now consider complex numbers just as real as any other number.

The key to seeing the light is not to try convincing yourself that complex number are "real", but to truly understand how ALL numbers are abstractions. This has indeed been a perspective that has broadened my understanding of math as a whole.

Reflect on the fact that negative numbers, fractions, even zero, were once controversial and non-intuitive, the same as complex are to some now.

Even the "natural" numbers are only abstractions: they allow us to categorize by quantity. No one ever saw "two", for example.

Another thing to think about is the very nature of mathematical existence. In a certain perspective, no objects cannot exist in math. If you can think if an object with certain rules constraining it, voila, it exists, independent of whether a certain rule system prohibit its. All that matters is that we adhere to the rule system we have imagined into being. It does not exist in a certain mathematical axiomatic system, but then again axioms are by their very nature chosen.

Now in that vein here is a deep thought: I think free will exists just because we can imagine a math object into being that is neither caused nor random. No need to know how it exists, the important thing is, assuming it exists, what are its properties?