Question:
Is it true that if $f: D\subseteq \mathbb{R}^n \to R$ is continuous at $a \in D$, then there exists a $\delta > 0$ s.t $f$ is continuous on $B(a, \delta)$ ?
Reasoning:
if $f$ is continuous at $a \in D$, given $\epsilon > 0$, $\exists \delta >0$ s.t $$f(B(a, \delta) ) \subseteq B(f(a), \epsilon),$$ so take $\delta_1 > 0$ in such a way that $c\in B(a, \delta)$ and $B(c, \delta_1) \subseteq B(a, \delta)$ (it is trivial to show the existence of $\delta_1$).
Now, we do know that $f (B(c, \delta_1)) \subseteq B(f(a), \epsilon)$, but how about $f (B(c, \delta_1)) \subseteq B(f(c), \epsilon_1)$ where $\epsilon > \epsilon_1 > 0$ ?
You cannot prove it because it's false.
Take for example the modified Dirichlet function: $$f(x)=\begin{cases}0 & \text{if } x\in\mathbb{R}\setminus\mathbb{Q},\\ \frac{1}{q} & \text{if } x=\frac{p}{q}\text{ as reduced fraction.}\end{cases} $$
This function is continuous in the irrationals and discontinuous in the rationals, so you cannot find such an open set around $\sqrt{2}$ where $f$ is continuous, as the rationals are dense in $\mathbb{R}$.