In high school, I learned there are 5 number systems, namely:
Natural numbers ($\Bbb N$)
Integers ($\Bbb Z$)
Rational numbers ($\Bbb Q$)
Real numbers ($\Bbb R$)
Complex numbers ($\Bbb C$)
I remember one time our teacher told us that there is a sixth number system denoted by $\Bbb H$ and that is used by video games developers. Is it right that there is such number system?
If so, are there other number systems? And why haven't we studied them at university?
The five systems you have listed are the most commonly seen systems of numbers, but there are indeed others. The $\Bbb{H}$ your teacher mentioned is most likely the quaternions, which is a way of extending the complex numbers: rather than elements that look like $a + bi$, you have things of the form $a + bi + cj + dk$, where $i^2 = j^2 = k^2 = -1$, and there are specific rules for multiplying any two of these "imaginary units." (You do lose commutativity of multiplication in the process of creating $\Bbb H$, though: that is, $ab$ might not be the same as $ba$ for $a,b\in\Bbb H$). Another example of a number system you might not have seen before is the $p$-adic numbers ($\Bbb{Q}_p$), which is important in number theory. These numbers are created by completing the rational numbers ($\Bbb Q$) with respect to a different absolute value that has to do with how many times a prime $p$ divides the numerator and denominator of your rational number. Many of these number systems are studied at university, but you have to take the right courses! Number theory will introduce you to $\Bbb H$ and $\Bbb{Q}_p$, and abstract algebra will also give you some insight into $\Bbb{H}$. Other systems of numbers add infinities and infinitesimals to the real numbers $\Bbb R$, and those are encountered in non-standard analysis.