The first thing to understand is that multiplying a complex number by i rotates the complex number by 90 degrees counter-clockwise around the origin.
For example, 1 * i = i (e.g. 1 + 0i is mapped to 0 + 1i).
And i*i = -1 (e.g. 0 + 1i is mapped to (-1 + 0i)
and so on.
e^ix is a continuous generalisation of this discrete rotation, as I understand it.