I'm gonna spell this out, nice and slow for you guys.
Numbers are divided into subsets of the "complex" number set, the most basic of which is known as the "natural" number set. This includes positive non-zero integers. The next is the "whole" number set, which includes all positive integers inclusive of zero. The next is the "integer" set, including all integers. The next, "rational", all rational numbers. THE NEXT SET IS KNOWN AS THE "REAL" SET. THIS SET INCLUDES ALL NUMBERS EXPRESSIBLE IN STANDARD DIGIT NOTATION. This only excludes complex, or imaginary numbers, one example of such is the square root of -1, as you two have most helpfully pointed out. "i" is exclusively complex, and therefore is NOT REAL.
The helpful anon up there was contradicting the point made that "i" was not a real number, without realising that the actual joke was dependent on the algebraic definition of "real"... I hate explaining