I turned back but I didn't see anyone, so I thought that I had imagined it.

imagined 是动词 imagine 的过去分词形式。imagine 的意思是"想象、幻想"，指在脑海中形成某种形象或想法。在这里 had imagined 构成过去完成时，表示"曾经想象过/幻想过"的事情。