Headers (Includes)

In my Projekt I have 2 classes. Each class have a pointer(Member) to the other class.
Sometimes the compiler dont know one of these classes.
Now I found out that there is a difference between the include directive in the Header and in the .cpp file.
But I couldnt find out the system behind these problem.
In the Moment I just try I and if it dont works I try something else.
But I wanna change that !!
Is anybody out there who is able to explain how the whole thing with the #include statment works. Especially why it sometimes work and sometimes not.

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