I do know that for any $x$, the complex number $e^{ix}$ have to lie on the unit circle because if we plot the points for $\cos x + i\sin x$ for each $x$, we will eventually form a circle.
Are there any more intuitive approach on why $e^{ix}$ lies on the unit circle?
Here's a perspective I like: consider the function $f:\Bbb R \to \Bbb C$ given by $f(t) = e^{it}$, and note that we can think of $\Bbb C$ as a two dimensional space (that is, $\Bbb C$ is isometric $\Bbb R^2$). Now, we note that if we apply the usual rules of calculus, we have $$ \frac {df}{dt} = i\,e^{it} $$ Now, let's split this function into its real and imaginary parts. That is, say that $$ f(t) = f_R(t) + i f_I(t) $$ where $f_R(t),f_I(t) \in \Bbb R$. Equivalently, we can think of $f(t) = (f_R(t),f_I(t))$ as tracing out a trajectory in $\Bbb R^2$. Along these lines, we have $$ f'(t) = if(t) = i[f_R(t) + i f_I(t)] = -f_I(t) + if_R(t) $$ Equivalently, we see that when we follow the trajectory of $f(t)$, its tangent vector points in the direction of $(-f_I(t),f_R(t))$.
Note: we are not assuming Euler's formula, which would tell us that $f_R(t) = \cos(t)$ and $f_I(t) = \sin(t)$.
Now, we use a handy fact:
With that, we may now conclude that $$ \frac {d}{dt} |f(t)|^2 = \langle (f_R(t),f_I(t)), (-f_I(t),if_R(t)) \rangle = 0 $$ That is: because $f'(t)$ points in a direction orthogonal to the position $f(t)$ (relative to the origin), the magnitude of $f(t)$ (i.e. its distance from the origin) remains constant.
Now, since $|f(0)| = |e^0| = 1$, we can conclude that for any $t$, $|f(t)| = 1$. That is, $f(t)$ traces a trajectory on the unit circle. That is, for any $t$, $e^{it}$ is on the unit circle, which is what we wanted to show.
It is notable that from here, we may see that $|f'(t)| = \|\alpha'(t)\| = 1$, which tells us that the unit circle is traced one length unit per unit length in $t$, which is enough for us to deduce Euler's formula in its full form.