Everyone remembers the Stern-Gerlach experiment; we usually recall it in the context of the discovery of quantized intrinsic spin. However, I like very much the treatment of Sakurai in his Quantum Mechanics text, which uses Stern-Gerlach as the introduction to shock us into a quantum mechanical way of thinking.
The setup is familiar: Heat up silver atoms which escape through a hole in the oven. Collimate the beam and send it though an inhomogeneous magnetic field; the force in the z direction on the atom is
The fun part begins with sequential Stern-Gerlach setups, adding the ability to rotate the subsequent apparatus on its side to act in the x direction instead of the z. The picture below, stolen from Wikipedia which obviously it stole from Sakurai, shows the results.
The first result makes sense; we removed the minus z portion of the beam, so it doesn't recur. The second, in which the plus z portion is now split 50-50 into plus and minus x portions, is interesting; maybe 50% of the split beam was z plus and x plus while the other 50% was z plus and x minus? The third result is the doozy. We get z minus out at the end, but didn't we remove it in the first splitting? Apparently the x measurement in the middle destroys our previous information on the z direction of the spin! We can't know both the spin in z and in x simultaneously; this is obviously not a spinning top.
Sakurai then calms our confusion with an analogy to polarized light, with the x and z spin directions above corresponding to zero and 45 degree polarized light. In that context, this result would be right at home. In E&M we write the 45 degree polarization in terms of a linear combination of the 0 degree coordinate vectors, x and y. For spin, we must turn our thinking to an abstract spin space, where the base vectors Sz+ and Sz- take the place of base vectors x and y in physical space. The Sx spin directions can then be swapped into the idea of the 45 degree polarized light, so should be expressed in terms of our Sz+ and Sz- base vectors:
The missing piece is Sy, the last spin direction, which we correspond to circularly polarized light in this analogy. Circularly polarized light is expressed as the same combination of base x and y vectors, but with the y portion 45 degrees out of phase. This now brings imaginary numbers easily into play, as we express a light wave in exponential notation instead of cosines and pull out
So, in a few paragraphs we've seen not only the weirdness of quantum mechanical phenomena, but we've constructed a complex vector space directly out of our observations in Stern-Gerlach and an analogy with our understanding of polarized light.
Source: Sakurai's Modern Quantum Mechanics.
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Keep it to Physics, please.