Studying calculus I became aware that nonstandard analysis had some methods that that made the concept of infinitesimal concrete, so that $dx$ actually made sense.
Can someone elaborate on this concept and whether there are any other things that are useful to know for a student in introductory calculus?
One useful concept is the Leibnizian distinction between assignable and inassignable number (according to historian Eberhard Knobloch, the distinction originates with Cusanus; Galileo's distinction between quanta and non-quanta is also traceable to Cusanus). In Robinson's framework this is implemented in terms of a distinction between a standard and a nonstandard number. Thus, ordinary real numbers are standard, whereas infinitesimals and infinite numbers are nonstandard. The sum $\pi+\epsilon$ where $\epsilon$ is infinitesimal is also nonstandard. The two domains are related by the standard part function, also known as the shadow. This is defined for any finite hyperreal. The standard part rounds off each finite hyperreal to its nearest real number.
To illustrate how this is useful in calculus, note that the derivative of $y=f(x)$ can be computed as the shadow of $\frac{\Delta y}{\Delta x}$ where $\Delta x$ is an infinitesimal $x$-increment and $\Delta y$ the corresponding change in $y$.