The notion of a manifold with boundary has just been introduced in my script. If $\mathbb{R}^n_+$ is defined as $\mathbb{R}^n_+ := \{ (x^1, \ldots, x^n) \in \mathbb{R}^n \; | \; x^n \geq 0 \}$, then a manifold with boundary $M$ is an atlas whos charts $\phi : M \longrightarrow V \subseteq \mathbb{R}^n_+$.
Now, as far as I understand, it is required that the preimage of each point in $\mathbb{R}^n$ with $x^n = 0$ is a boundary point on $M$. In other words each boundary point of $M$ gets mapped onto the hyperplane defined by $x^n = 0$.
I don't really understand this requirement. I think my intuition of either this definition or of a manifold/coordinate chart is wrong. I always understood the coordinate charts as local coordinates of the manifold in Euclidean space. A ball in 3 dimensions for example can be described by $x,y,z$. But describing its boundary with $z = 0$ is pretty uncommon when parametrising a ball, isn't it?
How is that definition or the coordinate charts of a manifold to be interpreted with respect to this example?
Get rid of that image of a manifold given by an embedding into some $\Bbb R^n$. An atlas describes the manifold without reference of any surrounding space (if such a space exists at all). Think of a classical atlas of the (surface of the) Earth: Nowhere do you work with three-dimensional coordinates, but rather on each page of the atlas is a flatt part of $\Bbb R^2$ (unlike when working with a globe instead of an atlas), you can reference a point on Earth (provided it is in the region depicted in that map) by two coordinates only (e.g., distance from left and from top edge of the page). Thanks to the various maps overlapping (though with some distortions), you can manage to navigate across all of the world.
Now for a manifold with boundary, imagine we cut a hole into the globe, e.g., we remove the continent on Antarctica and deny its existence, or we imagine that its boundary is some unpassable boundary (perhaps an ice wall guarded by armed penguins?). If you look at your standard atlas from your shelf and imagine that you simply erase all parts of Antarctica as terra incognita or more precisely as terra non existens, you will get some maps that extend only to parts of the pages, and only for some directions there are maps that show some extension. For convenience, you may assume that all those maps showing some boundary are distorted to make the a priori wildly curved boundary straight and transform the map further to bring that straight boundary to the $y=0$ line and perhaps write "Here be Dragons" on the other side of that line. (It may be necessary to split up some maps into several, namely when you originally had a map that showed the complete closed boundary of Antarctica). This doesn't change the fact that the atlas can be used to navigate the modified world, it just simplifies our notion of a maps with boundary and thereby simplifies working with such an atlas.