For degree $1$ monic polynomial $P(x)$ with real coefficients, it's easy to see that we can never have $|P(i)|<1$.
So let $P(x)$ be a real polynomial of degree $n\geq 2$ such that $|P(i)|<1$ and let $b_1,\dots b_n$ be its roots.
Then we can write: $$P(x)=(x-b_1)\cdots(x-b_n)$$
We have:
$$|P(i)|<1\Rightarrow |(i-b_1)\cdots(i-b_n)|<1\Rightarrow|i-b_1|\cdots|i-b_n|<1$$
This means that for some (plural) $b_k$ we get $|i-b_k|<1$ and for the rest $|i-b_k|>1$.
Obviously, we can't have $|i-b_k|>1$ for all $k$, since then their product would also be greater than $1$.
So there's at least one $j$, such that: $|i-b_j|<1$.
But then: $$|i-b_j|<1\Rightarrow \sqrt{1+b_j^2}<1\Rightarrow b_j^2+1<1\Rightarrow b_j^2<0$$
This is only possible if $b_j$ is complex, and since complex roots always come in conjugate pairs (for polynomials with real coefficients) we conclude that $P(x)$ has at least one pair of complex roots.