Now think about what happens if you increase p by a tiny bit. a moves tangentially. (This works very similar to how the tangent to a curve gives the change in y for a change in x.) So the vector of cos'(p), sin'(p) is given by a vector starting from a, at a right angle to 0a, and pointing in the positive direction.
Since the point a moves through 2pi distance while p goes from 0 to 2pi (the definition of measuring angles in radians) the speed of the point is 1, and so the vector of derivatives has length 1.
You can check easily that this makes cos'(p) = -sin(p) and sin'(p) = cos(p).