Full Idea
For Frege, thoughts belong to a special realm of reality, which he called the 'realm of sense' and distinguished from the 'realm of reference'.
Gist of Idea
Thoughts have their own realm of reality - 'sense' (as opposed to the realm of 'reference')
Source
report of Gottlob Frege (The Thought: a Logical Enquiry [1918]) by Michael Dummett - Thought and Reality 1
Book Reference
Dummett,Michael: 'Thought and Reality (Gifford Lectures)' [OUP 2006], p.5
A Reaction
A thought is, for Frege, a proposition. There is a halfway Platonism possible here, where the 'realm' for such things exists, but within that realm the objects might be conventional, or some such. Real possible worlds containing fictions!