Here is an equation and I want to know how I can show that this represents an ellipse ($a$ and $b$ are complex constants and $\alpha$ is a real variable): $$ z = ae^{i\alpha} + be^{-i\alpha} $$
I wanna learn how a mathematician would approach a problem like this, like where would you start for example. I have no idea where to even begin with problems like these.
To better understand complex mappings, it is often usefull to either split an equation into real and imaginary part, or to transform it entirely into polar coordiantes. Let's try the second idea:
Write $a = R_1 e^{i\phi_1}$, $b=R_2e^{-i\phi_2}$, then you get:
$$z(\alpha) = ae^{i\alpha}+be^{-i\alpha} = R_1e^{i(\phi_1+\alpha)}+R_2e^{-i(\phi_2+\alpha)}$$
To further simplify this, we want both terms to have the same argument. Notice that the image $\{z(\alpha) : \alpha\in\mathbb{R}\}$ traced out by $z(\alpha)$ for $\alpha\in\mathbb{R}$ does not change if we reparametrize the curve, i.e. we can introduce a new parametrization $\beta$ via $\alpha = \beta - \underbrace{\frac{\phi_1+\phi_2}{2}}_{=:\phi}$, which transforms above formula to the following:
$$z(\beta ) = R_1 e^{i(\beta+\frac{\phi_1}{2}-\frac{\phi_2}{2})} + R_2e^{-i(\beta -\frac{\phi_1}{2}+\frac{\phi_2}{2})} = R_1e^{i(\beta+\phi)}+R_2e^{-i(\beta-\phi)} = e^{i\phi}(R_1e^{i\beta}+R_2e^{-i\beta}),$$ where $\phi = \frac{\phi_1+\phi_2}{2}$ is just some constant, meaning $e^{i\phi}$ is a rotation by the angle $\phi$.
Now you can use Euler's identity $e^{i\beta} = \cos\beta + i\sin\beta$ to further simplify this, using that $\cos\beta = \cos(-\beta)$ and $-\sin\beta =\sin(-\beta)$. In the end, this should yield
$$z(\beta) = e^{i\phi}((R_1+R_2)\cos\beta + i(R_1-R_2)\sin\beta),$$
Basically (for $R_1 \neq\pm R_2$) the term $(R_1+R_2)\cos\beta + i(R_1-R_2)\sin\beta)$ just describes an standard ellipse centerd at $0$ with radii $R_1+R_2$ and $R_1-R_2$ (since it satisfies an equation of the form $\frac{x^2}{\lambda}+\frac{y^2}{\delta}=1$ for $\lambda,\delta>0$), while the factor $e^{i\phi}$ in front of it rotates this ellipse around the origin by $\phi$.
If you prefer cartesian coordinates: $$z(\beta) = \left(\begin{array}{cc}\cos\phi & -\sin\phi \\ \sin\phi & \cos\phi\end{array}\right)\left(\begin{array}{c}(R_1+R_2)\cos\beta \\ (R_1-R_2)\sin\beta\end{array}\right)$$