The ancients may have understood negative numbers, but IIRC the concept of zero (additive identity) wasn't understood until Arabic Numbers / Algebra. So "zero" isn't real, at least not to the Romans or Greeks.
Once Algebra is invented, we learn that not only is "zero" a useful concept (additive identity), but so is "one" (multiplicative identity). More importantly, the inverse of multiplication can be defined as "blah times number == 1". IIRC, the Greeks somehow understood this concept before the invention of Algebra, but its easier to see once you have Algebra.
Once we have those, its not too difficult to extend into irrational numbers, such as sqrt(2). The Greeks almost discovered it, but were too stubborn. There's a lot of discussion in Greek Mathematics over sqrt(2)... they're so so close but they were too much of a fanboy of integers / rational numbers to actually reach the concept.
Once we understand sqrt(2), its not too difficult to extend the principle to sqrt(-1) or sqrt(-2), reaching the concept of "i".
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sqrt(-1) occurs in "real" voltages / currents all the time today in Electrical Engineering (https://en.wikipedia.org/wiki/Phasor). Its as "real" as any other number. IE: We can truly measure real-world objects (ie: the voltage going through your power-lines) and assign them a value of "i", and use that to predict what happens to the electricity as it flows through your equipment and/or house.
So all of these things are "real" numbers, that describe truly physical real-world objects. Its just an unfortunate naming convention of "Real" vs "Imaginary" vs "Rational" vs "Irrational", which comes down to history / order of discoveries, rather than usefulness.