I am given
$A = \left[\begin{array}[c]{rr} \cos\theta & -\sin\theta\\ \sin\theta & \cos\theta\end{array}\right]$
from which I calculated
$λ = \cos\theta \pm i\sin\theta$
the eigenvalues are thus imaginary but I want to calculate the eigenvectors
$A-\lambda I = \left[\begin{array}[c]{rr} \pm i\sin\theta & -\sin\theta\\ \sin\theta & \pm i\sin\theta\end{array}\right]$ $\left[\begin{array}[c]{r} y \\ z \end{array}\right]$ $=$ $\left[\begin{array}[c]{r} 0\\ 0\end{array}\right]$
When I try to find the eigenvector(s) I keep getting things like $0 = 0$... which is pretty useless. Does this mean there are no eigenvectors or that the eigenvector is $\left[\begin{array}[c]{r} 0\\ 0\end{array}\right]$ or that I'm doing something wrong?
As you found eigenvalues, there are eigenvectors.
Let us find one eigenvector:
$$ \begin{cases}\cos\theta X - \sin\theta Y = (\cos\theta + i\sin\theta)X\\ \sin\theta X + \cos\theta Y = (\cos\theta + i\sin\theta)Y\end{cases} \iff - \sin\theta Y = i\sin\theta X\\ \Leftarrow iY = X $$ Here, check that both equations are equivalent: hence your eigenvalue is good!
Assume that $ Y=1 $ (you only need one eigenvector) gives $X= i$. Now do the same with the other eigenvalue, you find the relation $$ -iY = X . $$