This illustration is making its way around the more philosophical corners of the interwebs.
In case I've given you an illegible variant of it, here are the captions, in sequence:
1. Shop for a new tie
2. Make macaroni
3. Do cardio
4. Don't inflate your ontology
5. Don't do it.
6. Vacuum the rug.
The fifth cell includes an illustration of a unicorn and the square root of -1 as thoughts in the mind of the character doing various quotidian things.
The warning, then, is not to attribute reality either to imaginary beings or to imaginary numbers.
Leaving unicorns aside, I think there is something odd about the warning as it applies to numbers. The value of any number system, including the numbers we call real and those we call imaginary, consists entirely of its utility. So, for a pragmatist as to math, the square root of -1 stands on the same "ontological" footing as does -1, or as does 1.
But I do like the cute minimalism of the illustrations here. Take the philosophy as you find it.