In his book “Three-Dimensional Geometry and Topology”, Thurston constructs a Riemannian metric for the Poincare disk model and begins as follows. He says that, given any (hyperbolic) line segment $s$ in the disk, one may choose a hyperbolic line $L$ as well as a Euclidean circle $C$ such that $s$ and $L$ as well as $s$ and $C$ meet perpendicularly. He then uses a geometric argument to show that the hyperbolic length of $s$ depends only on the angle between $C$ and $L$.

He then considers the length $l$ of such a line segment as a function of the angle $\alpha$ and concludes that “this function has a finite derivative at $\alpha=0$, because the Euclidean length $l_E$ of any particular transversal segment is roughly proportional to $\alpha$ for $\alpha$ small, and Euclidean and hyperbolic lengths should be proportional to first order”.
I assume that rough proportionality means that $l_E(\alpha)=c\cdot\alpha+O(\alpha^2)$ as $\alpha\to 0$; a property I can prove. But I don’t see any geometric reason why the Euclidean and hyperbolic lengths should be proportional to first order. Again, I suppose it means that $l(\alpha)=c\cdot l_E(\alpha)+O(\alpha^2)$ as $\alpha \to 0$.
The above interpretation of being proportional to first order is questionable, as this notion should not depend on Thurston's angle construction. It seems more plausible to demand for two metrics $g,h$ that there exists a constant such that $\|\exp_g(t\cdot v)'\|_g = c\cdot \|\exp_h(t\cdot v)'\|_h + O(t^2)$. This condition is satisfied if the metrics are conformally equivalent.
It therefore remains to give a geometric explanation for conformal equivalence. Let $\rho\colon D^2\to D^2$ denote the rotation by $\pi/2$ around the origin. This is a hyperbolic isometry. Clearly $T\rho\colon TD^2\to TD^2$ has the property that it maps a nowhere vanishing vector field $X\in\Gamma(TD^2)$ to a linearly independent vector field. Thus $(X,T\rho(X))$ is a global orthogonal frame with respect to the Euclidean metric and with respect to the hyperbolic metric Thurston goes on constructing. This shows conformal equivalence as $\|X\|=\|T\rho\circ X\|$ with respect to both metrics.