How do you know that you're not all imaginary?
Technically, we are, but no more than you are within your own body.
Each system member consists of a self-schema (a pattern of memories that the brain recognizes as comprising a self identity), a stream of consciousness, a stream of long term memories, a set of working memories, and their own unique access to our body's senses flavored by their physical location in our brain and proximity to various processing centers of the brain. We see, hear, feel, taste, and smell things differently. This is actually no different than what you are within your own brain, there's just more than one of us.
Because of these differences, we can feel each other as presences in our head as we each take more or less control of the brain, influencing our collective thoughts and awareness.
So, say, when Fenmere is awake and fronting, and Eh wakes up and joins her on the Bridge, Fenmere will first feel Eh's presence as if someone is walking up behind her and to her right. Then, she will feel the right rear portion of her own consciousness tingle and become more bright and more rich as Eh adds their access to neurons and sense of awareness to Fenmere's. If they decide to switch with each other, this increase in richness of awareness and thought will spread across all of Fenmere's perception, then Fenmere will recede with Eh taking over working memory for the Bridge. And then Eh will feel the reverse of what Fenmere felt, as Fenmere retreats to the lower front left of Eh's awareness and disconnects, leaving Eh's sense and thoughts slightly less rich than when they were sharing the same space. And, any train of thought that Fenmere is working on will suddenly disappear with her and Eh will not be able to remember it.
We can also do things like take control of specific muscles of the body, such as a limb, and move it without the permission of whomever is fronting. Usually, we can only perform a jerk or a spasm, but sometimes we can reach out and grab something or wave. We can also talk with our mouth without permission from whomever is fronting, which is much easier, allowing us to communicate with each other verbally as if over a loudspeaker that the entire system can hear. Whenever one of us does this, the frontrunner will feel as if the body is possessed, and until we realized we were plural this was alarming and disturbing.
We have a considerable amount of life evidence that we all do actually exist, as imaginary as any human identity with a consciousness is. And also that we each have a separate will from the rest of the system.
However, the most important factor is that we have learned from experience that if we do not recognize and respect each other's autonomy, conflict grows within our psyche as we fight with each other for control, and we experience increasing amounts of amnesia, non-epileptic seizures, notable changes in personality, and other symptoms associated with DID. And when we do recognize each other's existence and respect each other's autonomy, we are much more calm and cooperative and experience far less of that.