Does the physical world exist independent from a conscious observer?
This is not at all obvious. Maybe it is like in the computer-game Minecraft, so that the world is only generated once we move towards that part of the world. That would even open for the possibility that the new parts of the world are generated based about our expectations what to find there.

And more than that, this concept is not necessarily only about world-locations.
What if there are countless thinkable "truths" which "physically" manifest themselves only once we think about them?

Just think about the revolutionary theories of Albert Einstein, no doubt that they are true.
But on the other side they are kind of "remote" in a sense that they are not something we encounter in the daily life, so the major part was really to think about these things, that kind of brought these truths into existence. Same thing with the incompleteness-theorem of Kurt Gödel, just to start thinking about such a unthougt thought (if a logical system can prove itself to be either incomplete or contradictory) was the major step.

So it is really fantasy and imagination which are the prerequisite in finding new truths, it is not sufficient to "keep the eyes open".

And it is up to us to discover those truths which we want to discover, so the choice what we think about is really an important choice; it is unlikely to make progress with "good things" when thinking about "bad things", and vice versa.