Let $(M,g)$ be a Riemannian manifold.
By the Nash imbedding Theorem we can find an isometric embedding $\varphi:M\rightarrow\mathbb R^s$ for sufficiently large $s$.
In this sense we may view $M$ as a subset of $\mathbb R^s$.
Now here is my question:
For points $v\in\mathbb R^s$ which are close enough to $M$, how can we define the orthogonal projection of $v$ onto $M$?
If $M$ was a linear subspace of $\mathbb R^s$, then this would be clear.
In general this is not well defined, since there is no obvious way to project the origin onto the sphere.
But for points $v\in\mathbb R^s$ such that the distance $\mathrm{dist}(v,M)$ is very small, there should be a way to uniquely define this projection.
The sufficiently close condition should be understood as a condition such that the projection is well defined so that things like above cannot happen.
I think in general it is necessary to assume that $M$ is a closed subset of $\mathbb R^s$, but is there a way to define this projection without this assumption?
The adequate concepts to make you idea precise are those of the normal bundle and of tubular neigborhoods of a smooth submanifold $M \subset \mathbb R^s$. See for example
John M. Lee, Introduction to Smooth Manifolds (p. 139 ff)
and
https://mathoverflow.net/q/283467.