When we use arcsine, we are finding the angle while giving the trigonometric ratio.
Arcsin(u) = theta can be rewritten as:
sin(theta) = u
Sine is opposite over hypotenuse, so u/1 means that the side opposite to theta (the y value) is u, and the hypotenuse is 1.
We can use Pythagorean Theorem to find the adjacent (x value).
1^2 - u^2 = x^2
x = sqrt(1-u^2)
Back to the original question, we are trying to find cos(arcsin(u)). We just solved all the sides for our triangle using arcsin(u). Now we need to do cos(u).