So, just reviewing:
You have a spring at equilibrium with attached weight mg, and mg = kx. Now you can lift and drop the weight, or pull the weight down and let it go, thus using gravity or the spring force, to initiate SHM. Anyway, the weight oscillates up and down and this is mathematically equivalent to a particle in uniform circular motion around a circle whose diameter is twice the amplitude of the oscillations.
You have:
the diameter the spring oscillates along can be aligned with either the x or y axis, because it doesn't matter if
$$ x(t) = A\, sin\, \omega t $$ or $$ y(t) = A\, sin\, \omega t $$ (where A = r).
So returning to the notation used by Wikipedia, and choosing y as the axis of motion, $$ y(t) = A\, sin\, \theta = A\, sin\,\omega t; Dy(t) = \omega A\, cos\, \omega t; D^2y(t) = -\omega^2A\, sin\, \omega t = -\omega^2y(t) $$.
$$ \Rightarrow D^2y = -\omega^2y \Rightarrow (D^2 + \omega^2)y = 0 $$
And because this means: $$ (D^2 + \omega^2)y = (D + i\omega)(D - i\omega)y = 0 $$, we can envisage the radius r = A as rotating around a circle with imaginary angular frequency $$ i\omega $$, the weight moving along y is a projection.