Well i have a whole history with stuff like this and if i'd tell the whole story maybe would make more sense but i wont. The actual feeling they are real can not be explained logically. You just know, like you know you "are". Also not always and not all are real, sometimes imagination may play a role. But other times it is very clear they are real. Also they are many types of them and most have nothing to do with you. They don't care about you probably don't even perceive you being there but you can feel them. If you happen to "break into" their reality though you may scare the shit out of them and they would become very scared and defensive. My first experience where i knew they were real was like this. First i thought they were evil because they were very ugly and mean towards me. Then I realized it was just their reaction to me being there because in a way i was basically like a ghost appearing in front of them. How would you behave and feel if right now as you sit in your chair reading this, near you out of the blue a being that is not human and looks very different than you - out of this world - appears? Would scare the shit out of you and you'd be defensive-aggressive towards it.
There are more experiences like that. Most that are deeper happen during sleep or between awake-sleep transition. Probably because my mind is more relaxed, not distracted and doesn't think of real-world problems. I can perceive everything while awake too but is just fuzzy. Is not like i go somewhere particularly or get in a trance or something like that. Is continuous but I just don't focus on that sensory system most of the time. Is like when the radio is playing but you're working. You do hear the song but you don't really think about it or pay attention to it.
Also that "world/universe/dimension" is not in another place. It is in this very same place where we exist but it is simply on a different frequency. Like multiple radio broadcasts exist in the same place but you only tune in on one depending on what frequency you set the radio. So basically, "they" are right among us all the time, we are all mingled, we just don't feel each other most of the time and we do not (have no reason to) interact.
Also, while I was a skeptic, never believed in angels, demons, god, other beings, other dimensions, etc and all this sort of stuff, I had to change that when I stated to experience this stuff since it was real. And while to you or somebody else it may be a matter of weather you believe it or not for me is undeniable.
I've seen angels once. Somebody who has more developed abilities than me that i met at some point showed them to me. Basically there's a hierarchy like levels/layers and each of us is at a certain level (we can move up-down within a range by ourselves) and we can only see around that level but not too high and not to lower from there (at least that's how i understand it). Since I am not high enough to see the angels this guy had to show them to me. Don't know how to do it, he just did something at a "spirit level" and i felt a need to look up and saw the angels there for a second. Very vividly enough. Strangely none of them had wings as far as I can tell. They are kinda layered on levels/hierarchies too. I could only see very low levels. Were very busy going around like we do in society. Each one of them had something to do. One of them I remember had a shiny body armor like medieval amours but un-naturally shiny in a very nice way like made of some material that i've never seen (looked like gold but the shining was way unusual). Anyway only lasted a second that's all I can remember. Also they could be anything but they do match the description of angels perfectly and the guy said they're angels. Just in case you'd be tempted like me to ask yourself but what if they're aliens? lol
Also met a demon one. Came to me with a purpose and he was super fucking powerful. Like I thought i'm powerful be he was way more powerful than me and I trully felt endangered then, especially that i knew he came to do something to me. Basically I felt I was about to be crushed by him. Happily I "Screamed" for help immediately and I was given a thought that allowed me to feel powerful so then he couldn't do anything to me so he just gave me a message and left. I saw him very very well. He was massive (like compared to my body (1.80m, 80kg) he was about 3.5-4m and 200kg (but keep in mind sizes there are kinda relative in a way i can't explain - like you can become bigger or smaller compared to something else as you wish). Had dark almost black skin but not like africans but like wet mud, with a tint of green like mud that contains decomposed vegetation. Big boney head. I think he had ears a bit pointy. Almost no nose - kinda like a skull nose. Basically very small flat nose. Dark eyes that didn't looked like ours (cant remember well how they looked). It resembled quite a bit with the photo below but the ears were different and he had no horns. Also the neck was not as thick as in the photo. I also think (might be wrong and mix with imagination here though) he had hands like claws - big nails like claws and might have had 3 or 4 fingers not 5.
While for others it is simple to just think i need professional help or is a matter of wether they believe or not, I just know because I experienced it. Also there's no doubt as it passes even the most analytical/logical inspection since it transcended that "dimension" and into this world. What do I mean by that? Well, i basically mean stuff I can do/feel in that dimension has an effect on this dimension. Don't want to tell what it is but it transcends into this reality with no possibility to doubt it, just like it would be the case with correctly doing remote viewing (which some can), mind reading (which some can), telekinesis (which some can), setting on fire a piece of paper (which some can). I can't really controll it well at will. Only once i happened at random and lasted an entire day. I can kinda do it but just partially - kinda like that day being able to have the sight of an eagle and now I can only see 1m in front of me.
Hope that helps you in any way or gives you enough answers and new questions.