https://math.stackexchange.com/a/584507/978073
In the above answer given by Julien, They made use of the Fundamental Theorem of Calculus.
They rewrote the LHS of the inequality as $$\int_0^\theta ie^{it}\mathrm{d}t$$
and left us, the reader, to finish the thought.
I understand the Fundamental Theorem of Calculus but I somehow fail to see how that proves the inequality.
With the way I understand FTC, it's that the integral is lesser than (or equal to) [ Maximum Value of Function ]*[ Difference of Limits ]
Which would be $$e^{i\theta}*[\theta-0]$$
But it doesn't help the inequality, does it?
It seems like its easy to grasp but somehow its going right over my head. Any help is appreciated.
There is a direct geometric way. The distance from the point $A=(\cos \theta,\sin\theta)$ to the point $B=(1,0)$ is less than the arc length between $A$ and $B,$ which is equal $\theta.$ The inequality is strict if $A\neq B.$