Imagine that you have a state in QM, which can describe any system you wish (e.g. Atom, Oscillator and so on).
With the help of QM, the quantity which describes the entire system is called a $\textbf{state vector}$ (if you use Dirac approach, or a wave function if you use the Schrodinger approach) usually denoted with $|\Psi>$ or $\Psi(\textbf{r},t)$ for the latter approach. Your wave-function can have many forms including the exponential that you mentioned, so it can have both REAL and IMAGINARY parts.
The key thing here, as Le Dung already stated is that, the actual PHYSICAL quantity (which has a real meaning, and it is measurable) has always the form $|\Psi|^2$ if you want the probability distribution, or $E=<\Psi|H|\Psi>$ if you want to find the energies, $r=<\Psi|r|\Psi>$ if you want the expectation value of the particle's position(don't take this as it is though, it's just a poor and quick example, you can learn more here) and other relevant quantities. Because of the mathematics behind these operations (which usually just imply a modulus squared of the state vector), the imaginary part would not be "present" anymore, so we end up with a real, physical quantity. More on probability in QM here.
Hope this helps:)
PS: It's a little bit late for me, so I apologize in advance if I was not clear enough XD