In the case of nations, we don't have to agree for them to be real. For example, China (the Peoples Republic of China) does not agree that Taiwan (the Republic of China) exists or vice versa, yet both are undeniably real. The same with Serbia and Kosovo.
Some things exist only because of convention or an agreement between people, like the value of a Nobel prize or money.
Other things exist because we can empirically prove that they exist, like protons and gravity. If we all agree that they don't exist, it doesn't make it so.