Real Numbers are just numbers like:

112.38−0.862534π (pi)198
In fact:
Nearly any number you can think of is a Real Number

Real Numbers include:

yes Whole Numbers (like 0, 1, 2, 3, 4, etc)
yes Rational Numbers (like 3/4, 0.125, 0.333..., 1.1, etc )
yes Irrational Numbers (like π, √2, etc )
Real Numbers can also be positivenegative or zero.

So ... what is NOT a Real Number?

not Imaginary Numbers like √−1 (the square root of minus 1)
are not Real Numbers 
not Infinity is not a Real Number
Mathematicians also play with some special numbers that that aren't Real Numbers.

The Real Number Line

The Real Number Line is like a geometric line.
A point is chosen on the line to be the "origin". Points to the right are positive, and points to the left are negative.
Real Number Line with examples
A distance is chosen to be "1", then whole numbers are marked off: {1,2,3,...}, and also in the negative direction: {...,−3,−2,−1}
Any point on the line is a Real Number:
  • The numbers could be whole (like 7)
  • or rational (like 20/9)
  • or irrational (like π)
But we won't find Infinity, or an Imaginary Number.

Why are they called "Real" Numbers?

Because they are not Imaginary Numbers.
The Real Numbers had no name before Imaginary Numbers were thought of. They got called "Real" because they were not Imaginary. That is the actual answer!

Real does not mean they are in the real world

words
They are not called "Real" because they show the value of something real.
apple and half
In mathematics we like our numbers pure, when we write 0.5 we mean exactly half.
But in the real world half may not be exact (try cutting an apple exactly in half).