The majority of theoretical misconceptions and the most significant misunderstandings in modern astronomy, cosmology and physics are caused by a purely mathematical approach and ignoring philosophical comprehension of physical reality and, as a result, by not deep enough understanding of the essence of certain physical phenomena and objects. Foremost, it's all about phenomena and objects that are under consideration by Special Relativity (SR) and General Relativity (GR). The author has analyzed historical roots of discussed here misconceptions and misunderstandings and has shown the possible ways to overcome them. Such constructive approach gives us the hope for getting rid of the majority of revealed here misconceptions and misunderstandings. Unfortunately, this is the problem of not only the astronomy and cosmology, but also of physics in general. The unreality of black holes, Big Bang, non-baryonic dark matter, dark energy, photons and neutrinos is justified in details. The possibility of existence of antimatter inside the neutron stars and quasars that have the hollow body topology and mirror symmetry of their intrinsic space is justified. The big redshift and long lasting high luminosity of quasars are explained. The spatio-temporal noninvariance of the gravitational constant and the fictiveness of Etherington's identity are proved. The fact that spatial distribution of gravitational field strength, defined by logarithmic gravitational potential, perfectly corresponds to astronomical observations is shown. It is shown that according to the GR and the Relativistic Gravithermodynamics (RGTD) equations, the configuration of the dynamic gravitational field of a galaxy in a quasi-equilibrium state corresponds to reality. The fact that Hubble’s redshift is linearly dependent on comoving distance instead of luminosity distance is justified. It is shown that mentioned above fact corresponds to astronomical observations. It is concluded that such concepts as corpuscle and elementary particle are purely macroscopic. The inadmissibility of the presence of "thing-in-itself" in physics is shown.