How does one think of something that doesn't exist? If we think of anything that doesn't exist how do we even think about it? Is anything truly real or are we all just creating worlds in our minds? And, if that were true, this that you are reading now is this that your mind created.
The existent can be spoken, the nonexistent cannot be spoken. Notionally, anything can exist. Therefore, when you think of it, you've made it exist.
Asking if anything is real will require you to make your own judgment. There are dozens of theories. Here are a few to get you started (I'm not advocating to stop any one's notion - these are just to jolt your thinking)
Plato: There are two realms, there is the physical world given to us by our senses, and there is an ideal realm intelligible only to the intellect. The only reality most people know is nothing more than an illusion, a dream.
Pyrrho: 1.) Nothing exists 2.) If it did, we couldn't know it 3.) If we knew it, we couldn't communicate it
Berkeley: Denounced entirely the reality of matter, or indeed anything outside of a mind. To be is to be: existence was mere occurence to a mind, being the object of a mind.
Moore: Attempted to prove the reality of the world not in the mind by holding up one hand and saying, "This is a hand!".
It's a big shitshow and you're welcome to join whenever you like :flowers: