You first correctly learned that a classical EM field was a way for a charged object A to effect a charged particle B that was some distance away (aka action-at-a-distance). It does seem like an "imaginary" mathematical construct. But this "imaginary" field must carry energy/momentum because the energy/momentum of A and B change during the interaction. So the field is behaving more like real stuff.
Finally, quantum mechanics arrives and says an EM wave can be treated as a particle (the photon) which is as real as any other particle. The photoelectric effect experimentally shows that an electromagnetic wave delivers packets with particular chunks of energy (ie: photons). I think your amazement that EM waves are "real" is just the amazement everyone had in 1905 about Einstein's quantum mechanical explanation!
This wave/particle duality exists for all the force carrying particles:
1) EM wave (an operator Q which doesn't change the charge)=photon particle
2) Weak Interaction wave (SU(2) operators which raise/leave unchanged/lower weak isospin= W+, Z0, W- particles.
3) Strong Interaction wave ( SU(3) operators which have 8 actions on the 3 colors a quark has)= 8 gluons.
Actually Weak and Strong interactions were never treated as action-at-a-distance waves, but they were thought of as point interactions. The SU(2) and SU(3) operators did their thing to A and B, but only when A and B overlapped in space. The range of the force is inversely proportional to the mass of the force particle, so the EM range is infinite and could be treated as a wave because the photon mass is zero. The range of the weak force is very short because the W and Z bosons are massive. The range of the strong force is infinite because the gluons are massless, but we don't experience it every day like EM because there are no stable particles with color. When one attempts to get color by pulling apart a colorless particle made of colored quarks, the potential energy put into the spring-like strong force creates q-qbar pairs from the vacuum. These "cloak" (=bind to) the colored pieces and only colorless stable particles fly out.
Your amazement that the classical fields A uses to do things to B (whether long or short range) are also particles is at the heart of modern quantum mechanics today.