Amplitudes are complex numbers, because periodic signals exhibit phase.
The modulus ("complex absolute value") gives us the amplitude, and the angle encodes phase.
The way we usually encode phase is that it's frequency dependent. π or 180° of phase corresponds to a frequency-dependent amount of time.
At any frequency, sine and cosine waves are at 90 degrees from each other, forming a quadrature.
This 90 degrees has not only frequency and time interpretation, but a vector interpretation. If we chop the signal into samples to make a vector of numbers, the sine and cosine vectors will be at 90 degrees in the sense that their cross product is zero. I.e. actually perpendicular in the N-space they inhabit.
Under Fourier analysis, we are projecting the signal onto these basis vectors: how much of the sin, and how much of the cos.
We can combine the sine and cosine into a complex number thanks to Euler's formula e(ix) = cos(x) + i sin(x). By imagining the signal as being in polar coordinates, where its phase angle is the angle around the complex plane, and amplitude is the modulus, we simplify and condense the math. The two vectors at 90 degrees apart are combined into one vector of complex numbers for us to deal with.
So "how much of this signal correlates with sin(x)" gives us the imaginary component, and "how much of this signal correlates with cos(x)" gives us the real component. We can just add these together to make a complex number. Its argument (angle) gives us the phase, and modulus the amplitude.