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You might want to take a look at this summary from my pre-calc class to review compositions. Generally the hardest thing is identifying the functions making up the composition.
The reason that I chose the value of \(\frac{\pi}{2}\) as the point about which to do the local linearization is because sine and cosine values are "obvious" there:
I personally think about the chain rule this way:
"f prime of stuff times stuff prime.",
\[ F^\prime(x) = f^\prime(stuff)stuff^\prime \]
You can see that the rule is fairly simple, once you've identified the composition -- that is, once you've torn apart $F$ to find $f$ and $g$.