In calculus, you learn that many functions can be written as "infinite polynomials." For example, there's this:
$$\sin x=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\dotsb$$
Yes, those are factorials. A consequence of this is that, since $\sin\pi=0$, we have:
$$0=\pi-\frac{\pi^3}{3!}+\frac{\pi^5}{5!}-\frac{\pi^7}{7!}+\dotsb$$
This is not obvious.
Note that it begins with $x$, rather than $2x$ or $\frac x2$ or whatever. One consequence of this is that, when $x\approx0$, we have $\sin x\approx x$ (since all of the other terms are much smaller than $x$ when $x$ is small). This is actually much easier to prove than the rest of the series; the usual proof involves some geometry and the unit circle. However, for what follows, the exact coefficient of $x$ doesn't really matter.
In any case, multiplying by $x$, we get:
$$x\sin x=x^2-\frac{x^4}{3!}+\frac{x^6}{5!}-\frac{x^8}{7!}+\dotsb$$
Or, replacing the $x$s with $x^2$s:
$$\sin x^2=x^2-\frac{x^6}{3!}+\frac{x^{10}}{5!}-\frac{x^{14}}{7!}+\dotsb$$
We can see that these both begin with $x^2$. As $x$ gets smaller, these other terms are much less significant than the $x^2$ term. This means that, when $x\approx0$, we have $x^2\approx x\sin x\approx\sin x^2$.