There are versions of this quote in context from interviews and a book
Quoted here
https://quoteinvestigator.com/2013/0...n-imagination/
At times I feel certain I am right while not knowing the reason. When the eclipse of 1919 confirmed my intuition, I was not in the least surprised. In fact, I would have been astonished had it turned out otherwise. Imagination is more important than knowledge. For knowledge is limited, whereas imagination embraces the entire world, stimulating progress, giving birth to evolution. It is, strictly speaking, a real factor in scientific research.
The author seems t be talking about intuition and the ability of the mind to make unconscious leaps and achieve insights, but of course these are based on knowledge and experience .