Here's a fun way to visualize what is going on with the sine wave curve (or cosine). Picture a wheel with a bright spot at one location on its circumference. Look at the wheel from the side, so that it looks like a circle to you. Now when you spin the wheel, the spot goes round and round, right? And if you imagine a horizontal x-axis and a vertical y-axis passing through the middle of the wheel, you can draw two right triangles at any instant from the middle of the wheel out to the spot. Those are the triangles that you use to calculate the angle of the radius to the spot, with respect to the x and y axes.
Now turn the wheel so that you see it edge on. Spin the wheel again so that you see the spot going up and down as the wheel spins. And finally, move the wheel from left to right at a constant velocity, and watch the shape of the curve that is traced out by the spot. It will be the sine wave curve that you are asking about. Pretty neat, eh? So the sine wave curve is what is traced out by a point that is moving circularly in the plane perpendicular to the page when you draw the 2-D representation of the spot movement on a piece of paper.