I was introduced the Poincaré Disc model of hyperbolic geometry. The concept idea was clear but I had some questions about it that I could not figure out myself.
I understand that the geometric properties come from the metric. But it seems to me that we are studying it as a subset of the extended comlex plane, and we use the natural Euclidean coordinate system to calculate our formula. The professor told me that we are using the differential structure but not the Euclidean geometry to help us with the calculations. So in some sense we are studying hyperbolic objects (by considering a different metric) on the "euclidean structure".
I don't know if this question makes any sense, but is there a natural coordinate system in which every straight line (in the Euclidean sense) is itself a hyperbolic straight line? If not, why do we still need objects from Euclidean space to study non-euclidean geometry?

Some comments in the form of an answer
The Poincaré disk model is only a model of the hyperbolic geometry. There are other models as well. For example the Klein disk model uses euclidean straits falling within an open disk to model the hyperbolic straights. (if this answers your question.)
We do not necessarily need euclidean objects if we want to study hyperbolic geometry. There is the synthetic treatment just like in the case of the euclidean geometry.
We use euclidean models only because some are convinced that it is easier to understand the hyperbolic concepts based on certain artificial euclidean objects.
The point is that there is a geometry (there are geometries...) in which the intuition is completely different from the euclidean one. To some extent -- in my opinion -- it is misleading to make the students believe that hyperbolic geometry can be understood based on strange formulas and enforced euclidean concepts.
Perhaps most importantly: The usual (ruler and compass based) euclidean geometry is only a model of the real euclidean geometry -- we are used to it though.