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Like everything else in Lie group theory, you should first look at the matrix version of this operation: the matrix exponential.
The exponential map links small transformations around the origin (infinitely small) back to larger finite transformations, and small transformations around the origin are something we can deal with a Lie algebra, so this map links the two worlds.
The idea is that we can decompose a finite transformation into infinitely arbitrarily small around the origin, and proceed just like the product definition of the exponential function.
The definition of the exponential map is simply the same as that of the regular exponential function as given at Taylor expansion definition of the exponential function, except that the argument can now be an operator instead of just a number.