I have been told that a complex number $z$ and its conjugate $z^*$ are independent. Part of me understands this, since for two independent variables $x$ and $y$ we can always define new independent variables $x' = \alpha x + \beta y$ and $y' = \alpha x - \beta y$.
However, this contradiction is confusing me:
Suppose I assume $x$ and $y$ are real. Then if I know $z$, I know both $x$ and $y$, which sort of makes sense because $\mathbb C \cong \mathbb R^2$. For example, if you tell me $z = 4 + 5i$, then $z^*$ is uniquely determined to be $4 - 5i$. How can we then say $z$ and $z^*$ are independent? I cannot change $z$ without also changing $z^*$. I can, however, change $x$ without changing $y$.
It is true that the coefficients in $z$ and $z^*$ are related.
However, when we mean independence between $z$ and $z^*$, what we're actually saying is that $z$ and $z^*$ are $\mathbb{R}$-linearly independent (or linearly independent over $\mathbb{R}$), which means that for any $\alpha,\beta\in\mathbb{R}$ and $z\not\in\mathbb{R}$ and $z$ not on the imaginary axis, the only way to make $\alpha z + \beta z^*=0$ is to have $\alpha=\beta=0$.
Geometrically speaking, for a complex number $z$ that is not a real number, we do the following procedure within the complex plane: take $z$, scale it only by magnitude, then take $z^*$ and scale it by some other magnitude. The only way to make the sum of these two scaled complex numbers equal to zero, is to diminish both $z$ and $z^*$ to $0$ by scaling both $z$ and $z^*$ by $0$.
On the other hand, it should be stressed that the two complex numbers are NOT independent when we consider linear independence over the complex numbers $\mathbb{C}$. This is because $$z^*=\frac{z^*}{z} z,$$ and $z^*/z$ is a complex number that can scale $z$ to $z^*$.
Using terms of linear algebra, the difference results from the underlying field we choose.
Recall that each vector space is defined over a field. When viewing $\mathbb{C}$ as a vector field over the field $\mathbb{C}$, any basis only contains one element, the dimension of this vector field is 1. However, when viewing $\mathbb{C}$ as a vector field over the field $\mathbb{R}$, any basis contains two linearly independent elements, the dimension of this vector field becomes 2. When $z$ is not a real number and also not a real multiple of $i$, $z$ and $z^*$ serve as a basis for $\mathbb{C}_{\mathbb R}$, which is a short hand for $\mathbb{C}$ over $\mathbb{R}$.