The set $D_{2}$ is defined as $\{(x, y) \in \mathbb{R}^2 ~ \big| ~ x^2 + y^2 \leq 1\}$. This is in Cartesian coordinates.
If I wanted to represent the set in terms of polar coordinates, I would write: $\{(r, \theta) \in \mathbb{R}^2 ~ \big| ~ 0 \leq r \leq 1 , 0 \leq \theta \leq 2\pi \}$.
It looks as though I could replace $r, \theta$ with $x, y$ and get an entirely different set (a rectangle in the plane). Is my notation correct, how do I specify that the second set refers to polar coordinates?
The essentially correct answers here don't seem to answer this question of yours:
That is indeed a problem, since both the cartesian and polar representations of a point are pairs of real numbers.
I don't know if there's a standard way other than the context of a sentence and the names chosen for the coordinates to specify that $(r, \theta)$ is meant to be a polar representation.
The unit disk would be $$ \{ (r, \theta) | r \le 1 \} $$
with no need to restrict $\theta$ or to say that $r$ is nonnegative.