For context, $K_{2n}$ is the complete graph on $2n$ vertices (i.e. every pair of vertices have an edge joining them). A $1-$factor (also known as a perfect matching) is a subgraph whose vertices all have degree 1 (and a minimal number of vertices with degree 0). A 1-factorisation is a decomposition of the graph into distinct 1 factors.
My question is then how to find a 1-factorisation for $K_{2n}$ and if there's an easy way to visualise such a decompositon.
After some effort, I'm able to find 1-factorisation for $K_2,K_4,K_6,K_8$. I've written a program that confirms this up to $n=20$. However, even after all that, there doesn't seem to be a clear algorithm on how to proceed, or even why it should be true.
Any hints or reference would be greatly appreciated.

In your title you talk ask about perfect 1-factorisations. For those interested, let $\mathcal{F} = \{F_1, F_2, \cdots, F_r\}$ be a 1-factorisation of an r-regular graph. Two 1-factors $F_i, F_j$ are perfect if the graph obtained from $F_1\cup F_j$ is a single connected component, $i < j$. If every pair of 1-factors in $\mathcal{F}$ is perfect, then $\mathcal{F}$ is perfect.
Now to the question as it pertains to perfect 1-factorisations. For the family of graphs, $K_{2n}$, no general existence results exists, although three infinite families are known. These three families exist only for specific orders. Particularly when $2n-1$ is prime (pattern construction and derived from atomic Latin squares) and when $n$ is prime (even starter derived construction).
I am slightly unsure what you mean when you say you wrote and algorithm to "confirms this up to $n=20$". But generally finding these things as the graphs get large is difficult. As we are unsure if perfect 1-factorisations exist for all n, we can only really say that finding one of these things for any order is equivalent to counting them which is known to be hard.
Here are some (sporadic) references which may have some answers to your questions:
D. Bryant, B. Maenhaut, and I. M. Wanless. New families of atomic Latin squares and perfect 1-factorisations. Journal of Combinatorial Theory, Series A, 113(4):608–624, 2006.
J. H. Dinitz and D. K. Garnick. There are 23 nonisomorphic perfect one-factorizations of $K_{14}$ . Journal of Combinatorial Designs, 4(1):1–4, 1996.
P. Kaski and P. Östergård. There are 1, 132, 835, 421, 602, 062, 347 nonisomorphic one-factorizations of $K_{14}$. Journal of Combinatorial Designs, 2008.
A. J. Wolfe. A perfect one-factorization of $K_{52}$. Journal of Combinatorial Designs, 17(2):190–196, 2009.
P.S. There is a great survey article by Alexander Rosa called "Perfect 1-factorizations" published in Mathematica Slovaca