Ok, here is the issue: if you imagine that there is any way to compare complex numbers, e.g.

z < w, then you would want the following properties to be true:

For any two complex numbers z and w, either z < w, w < z, OR w = z.
Now, imagine that we have such a way to compare imaginary numbers. Since i 6= 0, the above
condition tells us that either 0 < i or i < 0. If it is the first one, then we find that
0<i

0 i < i2

0 < 1.

However, you also have that

0<i

0 i < i4

0 < 1,

which means that

0 < 1 0 + 1 < 1 + 1 1 < 0;
thus we find that 0 < 1 AND 1 < 0, contradicting the property above. A similar argument
works for the case i < 0, and so no such ordering is possible.