I'll say, here was one key to my understanding once I saw it. In a purely functional language you want everything to be referentially transparent. That is, an expression should be able to be substituted for its value at any given moment in time. At the very least, you'll want the ability to denote which parts of your program are referentially transparent and which aren't.
This can be expressed as utopian vision: in a purely functional language we'd like everything -- everything -- to be a value.
We now need some way of translating code with side effects into code that returns a value. The logical abstraction is to say that the "value" is not the work itself -- once the work is done it's out of the bag, after all -- but rather the "value" is the machine which can perform that work.
To a mathematician this screams "functor." If you want to move between the two spaces repeatedly this screams "adjoint functors." There's some work you want to do in Space A that's more easily expressed in Space B, so you take a thing in A, transform it to a thing in B, do the work in B, and then transform back to A.
Think in, e.g., Ruby:
sentence.split(' ').map(&:reverse).join(' ')
split(' ') and join(' ') aren't quite inverses of each other, but they are adjoint. These pairs take us from the land of space-separated strings to the land of arrays back to the land of space separated strings.You see that all the time in programming and mathematics. I sometimes call it the "Super Mario Brothers" maneuver when I'm trying to teach it to students. Mario wants to get to the end of the level, so he hits a block, goes up the vine to cloud land, runs through cloud land, and then comes back down.