Please, stop making posts that pose the question in the title. Seriously, there's like 5 on the front page of this section.
Yeah, it's an interesting thought considering that all of your experiences could be just a figment of your imagination, but it is ultimately pointless.
To the question: "How do I know that anything other than me exists?"
I respond: "What the hell are you going to do about it?"
Seriously, even if by some incredible feat you found out conclusively that all of existence was just a thought in your brain, would you really live your life any differently?