You might be tempted to think of complex numbers as "just" being 2-dimensional real vectors (x, y). Looks pretty similar to how you can plot a complex number a + ib at point (a, b) on a 2D plane. But importantly, division is defined on a field, which is not necessarily true for vectors. For any complex number (except 0), you can find another complex number that multiplies with it to give 1, the multiplicative identity.
You _can_ think of complex numbers as being "made of" real numbers though. a and b above are just real numbers. Complex numbers are the two-dimensional normed division algebra over the reals[1].
[0] https://en.wikipedia.org/wiki/Field_(mathematics) [1] https://ncatlab.org/nlab/show/normed+division+algebra
I think that the obsession with quantum mechanics containing complex number is a little overblown. Quantum Mechanics is fundamentally about a defining a formalism which preserves the ability to simultaneously keep track of the physical symmetries in a system and the probabilities of particular outcomes of measurement. In many situations complex numbers provide a useful way to do this because of the symmetries involved (eg spin 1/2) but in other situations other symmetry groups are required. The appearance of complex numbers is no more (or less, I suppose) mysterious than the appearance of SU(3) in nuclear physics or SU(2)xU(1) in electroweak physics. Its just a matter of what symmetries you have and how many outcomes a measurement can have (roughly).
Complex numbers afaik began as an attempt to solve polynomial equations. They begin from the agreement to invent a number i whose square is -1 so you can solve equations having sqrt(-1) in them.
The jump from sqrt(-1) to plane rotations is to my feeble mind one of the most flabbergastingly unintuitive things in ‘basic’ maths. “A rotation you say? Who ordered that!?”