$\newcommand{\Cpx}{\mathbf{C}}\newcommand{\Proj}{\mathbf{P}}$This answer introduces well-known constructions (the equivalence of the complex projective line with the Riemann sphere, and the Hopf map from the $3$-sphere to the $2$-sphere) that are accessible given the presumed background of readers of Arnol'd, but may or may not occur naturally in the course of approaching this problem about pairs of harmonic oscillators.
The Riemann Sphere: For present purposes, the Riemann sphere is the holomorphic curve obtained by taking two copies $U_{0}$ and $U_{1}$ of the complex line, with respective coordinates $z$ and $w$, and identifying $w$ in $U_{1}$ with $z = 1/w$ in $U_{0}$. The origin ($w = 0$) in $U_{1}$ is regarded as the point at infinity in $U_{0}$, and vice versa.
The Complex Projective Line: If $z_{0}$ and $w_{0}$ are complex numbers, not both zero, the complex line they determine is the set of (complex) scalar multiples of $(z_{0}, w_{0})$. Throughout, the term "line" refers to a complex line through the origin in $\Cpx^{2}$. (A complex line is an oriented, real $2$-plane. However, most real $2$-planes through the origin of $\Cpx^{2}$ are not complex lines.)
Every non-zero vector in $\Cpx^{2}$ lies on a unique line. Two non-zero vectors $(z_{1}, w_{1})$ and $(z_{2}, w_{2})$ lie on the same line if and only if there exists a complex number $\lambda$ (necessarily non-zero) such that
$$
(z_{2}, w_{2}) = \lambda (z_{1}, w_{1}).
$$
The set lines is, by definition, the complex projective line, $\Cpx\Proj^{1}$. This space acquires the structure of a holomorphic curve, equivalent to the Riemann sphere $\Cpx \cup \{\infty\}$, as follows: A complex number $z$ in $U_{0}$ corresponds to the line through $(z, 1)$. A complex number $w$ in $U_{1}$ corresponds to the line through $(1, w)$. If $w \neq 0$ and $z = 1/w$, then
$$
(1, w) = w(1/w, 1) = w(z, 1) \sim (z, 1);
$$
that is, each non-zero number $w$ in $U_{1}$ is identified with $z = 1/w$ in $U_{0}$. This is precisely the gluing that defines the Riemann sphere.
The Hopf Fibration: Define a (holomorphic) mapping $\Pi:\Cpx^{2} \setminus\{(0, 0\} \to \Cpx\Proj^{1}$ by sending each (non-zero) pair $(z, w)$ to the line through $(z, w)$. The restriction of $\Pi$ to the $3$-sphere
$$
S^{3} = \{(z, w) : |z|^{2} + |w|^{2} = 1\}
$$
is the Hopf map $\pi:S^{3} \to \Cpx\Proj^{1}$. The preimage of each point is the intersection of $S^{3}$ with a line, a great circle called a Hopf fibre. Since $\pi$ induces a bijection between Hopf fibres and points of $\Cpx\Proj^{1}$, the set of Hopf fibres is a $2$-sphere.
To see that distinct fibres of the Hopf map link once inside $S^{3}$, note that if $L_{1}$ and $L_{2}$ are distinct lines, then $\Cpx^{2} = L_{1} \oplus L_{2}$. Projection to the second summand is surjective, and the Hopf fibre in $L_{2}$ "winds around" $L_{1}$ (since this circle winds around the origin in $L_{2}$).
Consider the first-order linear system
$$
\dot{x}_{1} = x_{2},\quad
\dot{x}_{2} = -x_{1},\quad
\dot{x}_{3} = x_{4},\quad
\dot{x}_{4} = -x_{3}.
$$
Introducing complex coordinates $z = x_{1} + ix_{2}$ and $w = x_{3} + ix_{4}$ (and therefore identifying $\mathbf{R}^{4}$ with $\Cpx^{2}$, the preceding system becomes
$$
\dot{z} = iz,\quad
\dot{w} = iw.
\tag{1}
$$
The solution of (1) with initial conditions $z(0) = z_{0}$, $w(0) = w_{0}$, is
$$
\left[\begin{array}{@{}cc@{}}
z(t) \\ w(t) \\
\end{array}\right]
= e^{it} \left[\begin{array}{@{}cc@{}}
z_{0} \\ w_{0} \\
\end{array}\right]
= \left[\begin{array}{@{}cc@{}}
e^{it} & 0 \\
0 & e^{it} \\
\end{array}\right] \left[\begin{array}{@{}cc@{}}
z_{0} \\ w_{0} \\
\end{array}\right].
\tag{2}
$$
Since scalar multiplication maps each line to itself, each solution curve (2) is the Hopf fibre in the line determined by the unit vector $(z_{0}, w_{0})$. Since solutions of (1) are precisely Hopf fibres, the set of solutions is a $2$-sphere, and distinct solution curves link once in $S^{3}$.
