Imagine (異魔神, Imajin) is a family which debuted on SD34. This family only exists on Imagine Braves, and acts as a simple identification to show that the card is an Imagine Brave. However, even if the family is lost through effects, the card is still treated as an Imagine Brave.
Regarding their origin, they come from beyond the iGate and are beings which aren't quite lifeforms, but they have personalities and can engage in dialogue. Judging by the way they are named, rather than proper individuals, as imaginary creatures, most of the Imajin are concepts.
For more information on rules of Imagine Braves, click here.