In complex analysis course, we prove that given a closed path $\gamma$ and $a\notin \gamma^*$ the following number: $$ \frac{1}{2i\pi}\int_{\gamma}\frac{dz}{z-a} $$
is an integer. The integral can be written as $\frac{1}{2i\pi}\int_{t_0}^{t_1}\frac{\lambda'(t)}{\lambda(t)-a}dt$, the proof is more real analysis than complex analysis. I am not asking on the proof, witch is pretty easy to learn.
The fact that the index is an integer surprise me a lot, is there any intuition to get the idea ? Or perhaps, any combinatorics explanation ?
When I learned complex analysis, this integral was called the winding number, and it counts how many times $\gamma(t)$ "goes around" the point $a$ on the way round the curve -- with sign, so going counterclockwise around $a$ counts as $+1$ and going clockwise counts as $-1$.
This is most easy to explain in the simple case that $a=0$ and $\gamma(t_0)=\gamma(t_1)=1$. In that case our integral is $$ \int_\gamma \frac1z dz $$ Now, if $\frac1z$ had a global antiderivative (which would be a logarithm) this would be easy; we would then have $$ \int_{\gamma[t_0...t]} \frac1z dz = \log \gamma(t)$$ and in particular $\int_\gamma \frac1z dz=\log\gamma(t_1)=0$.
But really the complex logarithm is multi-valued, so if $\gamma$ goes around the origin and comes back to $1$, we'll end up in a different branch of the logarithm. The different branches of the logarithm differ by multiples of $2i\pi$ (because that is the period of the exponential function which is the inverse of the logarithm), so if we divide the value of the integral by $2i\pi$, we get how many times we have needed to "move to the neighboring branch" of the logarithm while following the curve.