“Psychologists have hitherto failed to realize that imagination is a necessary ingredient of perception itself.”

Part 4, Chapter 5.
Books, Coningsby (1844), Contarini Fleming (1832)

Variant: I like nonsense, it wakes up the brain cells.

Reason and Nature (1953), p. 81

Secret History (p. 350)
Short fiction, Vacuum Diagrams (1997)

from On the Method of Theoretical Physics, p. 183. The Herbert Spencer Lecture, delivered at Oxford (10 June 1933). Quoted in Einstein's Philosophy of Science http://plato.stanford.edu/entries/einstein-philscience/
1930s
Context: Our experience hitherto justifies us in trusting that nature is the realization of the simplest that is mathematically conceivable. I am convinced that purely mathematical construction enables us to find those concepts and those lawlike connections between them that provide the key to the understanding of natural phenomena. Useful mathematical concepts may well be suggested by experience, but in no way can they be derived from it. Experience naturally remains the sole criterion of the usefulness of a mathematical construction for physics. But the actual creative principle lies in mathematics. Thus, in a certain sense, I take it to be true that pure thought can grasp the real, as the ancients had dreamed.

Source: (1776), Book V, Chapter III, Part V, p. 1032 (Last Page).

Source: Born of the Night