Do humans actually exist or are we part of the imagination of some greater being? Do we imagine each other?

Alternatively, if this super power was capable of producing 'actual' 'matter.' then it might create a 'material' world; everything, including humans, would be 'real' in the solid sense, real 'material' objects. It seems that this is the way you are using the term 'real' in your question. The implication being that things can only be real if they are out there in the world as solid objects. As we have considered another way in which things can be real as 'mind stuff' the fallacy in your question is revealed. You are using a pre-conceived idea of reality derived from what philosophers call a 'naive' view of the world. This view is to some extent held by materialist philosophers and probably most scientists. But there are some philosophers called 'idealists' who take the view that reality is mind stuff controlled by abstract laws. In fact some philosophers, both materialist and idealist consider the abstract laws of mathematics, space and time, etc. to be more real than what are called material and mind stuff objects. Some of these are called 'rationalists,' who believe that things can be discovered about the real world, not only by direct perception, but by rationalising, cogitating (thinking) about things.

Your second question by implication hints at 'solipsism,' the view that only oneself exists. Although a seemingly absurd proposition, it is still debated by philosophers. I wonder if it is a comfort to the solipsist to believe that he/she cannot really die, they just stop imagining, and it is the world that actually dies?!