When I try to prove the continuity of a function $f:\mathbb{R}\to\mathbb{R}$ at $a$, can I make the substitution $x = a+y$, and thus:
$0 < |x-a| < \delta \implies |f(x)-f(a)|<\epsilon$
becomes:
$0 < |y| < \delta \implies |f(a+y)-f(a)|<\epsilon$
I noticed that this simplifies things for some functions.
It's just a name of a variable. Name it whatever you like. If you subsitute $y=x-a$ again, you get just $0<|x-a|<\delta \implies |f(a+x-a)-f(a)|=|f(x)-f(a)|<\epsilon $ again. I don't see any problem here. Do you have an example where you noticed something weird after substituting or where the proof significantly changed?