In this white paper we introduce the IMAGINE Consortium and its scientific background, goals and structure. Our purpose is to coordinate and facilitate the efforts of a diverse group of researchers in the broad areas of the interstellar medium, Galactic magnetic fields and cosmic rays, and our goal is to develop more comprehensive insights into the structures and roles of interstellar magnetic fields and their interactions with cosmic rays. To achieve a higher level of self-consistency, depth and rigour can only be achieved by the coordinated efforts of experts in diverse areas of astrophysics involved in observational, theoretical and numerical work. We present our view of the present status of this topic, identify its key unsolved problems and suggest a strategy that will underpin our work. The backbone of the consortium is the Interstellar MAGnetic field INference Engine, a publicly available Bayesian platform that employs robust statistical methods to explore the multi-dimensional likelihood space using any number of modular inputs. It provides an interpretation and modelling framework that has the power and flexibility to include a variety of observational, theoretical and numerical lines of evidence into a self-consistent and comprehensive picture of the thermal and non-thermal interstellar media. An important innovation is that a consistent understanding of the phenomena that are directly or indirectly influenced by the Galactic magnetic field, such as the deflection of ultra-high energy cosmic rays or extragalactic backgrounds, is made an integral part of the modelling. The IMAGINE Consortium, which is informal by nature and open to new participants, hereby presents a methodological framework for the modelling and understanding of Galactic magnetic fields that is available to all communities whose research relies on a state-of-the-art solution to this problem. (Abridged.)
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