//There are a ton of compile-errors when I leave out the forward declarations like:
//syntax error :indentifier Component
//xe::Component undeclared identifier
//std::unique_ptr Component is not a valid template type argument for parameter '_Ty'


//Entity.h
#pragma once
#include<memory>

//class Component;
namespace xe
{
class Entity
{
public :
  Entity(unsigned int);
  std::list<std::unique_ptr<Component>> m_components;
  void add_component(Component&);
private :
  unsigned int m_id;
};
}

//Entity.cpp
#include "Entity.h"

xe::Entity(unsigned int id)
{
  m_id = id;
}
void xe::Entity::add_component(xe::Component& comp)
{
  m_components.push_back(std::unique_ptr<Component>(&component));
}

//Component.h
#pragma once
#include "Entity.h"
//class Entity;
namespace xe
{
class Component
{
public :
  void set_parent(xe::Entity&);

private :
  xe::Entity* m_parent;
};
}

//Component.cpp
#include "Component.h"
xe::Component::set_parent(Entity& parent)
{
  m_parent = &parent;
}

//main.cpp
int main()
{
  Entity entity(1);
  Component comp;
  entity.add_component(comp);
  comp.set_parent(entity);//This line causes the error
}