I started reading C. P. Rourke and B. J. Sanderson’s “Introduction to Piecewise-Linear Topology” which is recommended by D. Rolfsen in “Knots and Links”, they provide the following definition:
1.1 A subset $P \subset \mathbb{R}^n$ is a polyhedron if each point $a\in P$ has a cone neighbourhood $N=aL$ in $P$, where $L$ is compact.
Before this we only get a definition of cone as follows:
For $a\in \mathbb{R}^n, B\subset\mathbb{R}^n$ and $a\notin B$, their join $aB=\{\lambda a+(1-\lambda)b:b\in B, \lambda \in[0,1]\}$ is called a cone with vertex $a$ and base $B$ if each point in $aB$ is expressed uniquely as $\lambda a+(1-\lambda)b$ with $\lambda \in [0,1]$ and $b\in B$ as before, except for $a$ of course.
I have a couple issues with this definition, for instance:
- By cone neighbourhood in P do they mean a cone $aL$ such that $aL\subset P$ is true and also there is an open subset $O\subset P$ —open in the subspace topology (?)— such that $a\in O\subset aL$?
My confusion arose after this example (the second one), to be found in the next page of the book:

I get that the given space is not by any means a polyhedron, but the author says that it is not because there is no cone neighbourhood, but because the one that exists has a non-compact base, but I’ve come to feel pretty sure that there isn’t one at all, since the only two reasonable candidates for the base $L$ would be an open chord or an interior circumference tangent to the disk’s boundary precisely at $a$ (excluding $a$ so that it is not in $L$); but both of these attempts leave “gaps” which make it impossible to fit a basic open of $P$ containing $a$ inside of them.

My question is: am I right about this little correction? Knowing that would really help me to move on confidently, since this is already one of the very first definitions of the book.
P.s. I omitted the rest of the tail in my previous reasoning because it is not relevant, and the true pathology of the example is a consequence of the point in the boundary.
If the authors meant anything else by "cone neighborhood" than a neighborhood of $a$ that is also a cone, they surely would have given a definition for the phrase. You will have to check whether they did, as I do not have access to a copy. You might try looking up the phrase in the index and checking the early references. If they didn't give such a definition, then the interpretation you gave must be correct.
In that case, you are correct that by the definitions given - particularly the "uniqueness" requirement - $a$ does not have any neighborhood in $X$ that is a cone. To see that this is true in general, let $D$ be the open disk in $X$. Any neighborhood of $a$ (to be clear, I mean any set containing an open set containing $a$) must have the intersection of an open disk $U$ centered on $a$ with $D$ as a subset. Note that a portion of the boundary of $D$ in the plane lies inside $U$, and $U \cap \overline D$ is convex.
Any ray eminating from $a$ and passing through a point of $\overline D$ must also contain points of $U$, So some initial segment of that ray must lie in $U\cap D$. If the neighborhood is a cone $aL$, then there has to be a unique point $l \in L$ lying on the ray. If $d \in \partial D\cap U, d\ne a$, then $l$ lies on the segment $ad$ but cannot be $d$ since $d$ itself is not in $X$. Thus there are interior points of $dl$ lying inside $U\cap D \subset U\cap X$ but are not in the cone $aL$, contradicting that $aL$ is a neighborhood.
It is possible the authors were thinking of a closed disk when they said $a$ has a cone neighborhood that is not compact. In that case $X$ itself would be a cone neighborhood of $a$ with base $L$ consisting of the end of the tail and the boundary of the disk with $a$ removed, because $a$ cannot be in $L$. Since $a$ is removed, $L$ is not closed, and therefore not compact.