I'm currently trying to understand how we can view stalks of sheaves as the colimits of the sections i.e. $$\mathscr{F}_x = \varinjlim_{x \in U} \mathscr{F}(U)$$ but I have some issues with my understanding of colimits.
The way I've learned about these is that we usually take the colimit of a diagram $$F: I \to \mathcal{C}$$ is an object which satisfies some universal property etc.
So coming back to this case with sheaves and stalks I'm wondering what are $I$ and $\mathcal{C}$ supposed to be here?
Let $\mathcal{C}$ be an arbitrary category and $I$ a small category. Now let $F: I \longrightarrow \mathcal{C}$ be any functor, a colimit of this functor is at first an object of $\mathcal{C}$, written $\mathrm{colim}_{i \in I}F(i)$, together with morphisms ($f:i \longrightarrow j$ in $I$) $\require{AMScd}$ \begin{CD} F(i) @>{F(f)}>> F(i)\\ @VVV @VVV\\ \mathrm{colim}_{i \in I}F(i) @>{=}>> \mathrm{colim}_{i \in I}F(i) \end{CD} and we require these datum to be universal. That being said, the diagram above is an "intial object" among diagrams of the form $\require{AMScd}$ \begin{CD} F(i) @>{F(f)}>> F(i)\\ @VVV @VVV\\ C @>{=}>> C \end{CD} From those above, you see that $F(f)$ are morphisms in $\mathcal{C}$ and $F(i)$ are objects in $\mathcal{C}$. In case colimits exist for all $F$ indexed by $I$, we say that $\mathcal{C}$ is cocomplete. And colimit becomes a functor $$\mathrm{colim}_{i \in I}: \mathrm{Func}(I,\mathcal{C}) \longrightarrow \mathcal{C}.$$ The universal property of colimit implies that it is left adjoint to the diagonal functor $\Delta: \mathcal{C} \longrightarrow \mathrm{Func}(I,\mathcal{C})$ sending $C \longmapsto (i \longmapsto C).$ (In other words, $\Delta$ send each object to a constant sequence indexed by $I$) $$\mathrm{Hom}_{\mathcal{C}}(\mathrm{colim}_{i \in I}F(i), C) = \mathrm{Hom}_{\mathrm{Func}(I,\mathcal{C})}(F,\Delta(C)).$$
Now let me come back to your case:
For a presheaf $F: \mathrm{Open}(X)^{op} \longrightarrow \mathcal{C}$, we say:
In fact, these terminologies are not used in an absolutely correct way as you may realize that you have nothing to talk about restrictions. But as I pointed out, it is a fake good style to remind a novice of the most typical case: sheaf of continuous functions on $X$.
$F(U) = \left \{f: U \longrightarrow \mathbb{R} \ \text{continuous}\right \}.$
$F(V) \longrightarrow F(U), f \longmapsto f_{\mid U}$.
In this case, restrictions are really restrictions. Another motivation for these terminologies may come from the original definition of a sheaf: a sheaf is a sheaf of an étale space. An étale space over $M$ is simply a local homeomorphism $p:E \longrightarrow M$. Then you have a sheaf of sections
If moreover, you are asking that why use the word "section"? Then the example of étale space already provides the answer. Here I took the picture on wikipedia on vector bundles (intuitively, they are same things).
You see that $E \longrightarrow M$ is a kind of étale space. You collapse every vertical line to its middle point, resulting in $M$; or you can say, you project every point on a vertical line to a point. The preimage of any curve interval $U$ on $M$ is a strip that $U$ cuts along the middle. A section over a curvy interval $U$ on $M$ is simply a way to going back from $U$ to $E$ (because if you project on $U$ again, it is identity) or equivalently speaking, a way of cutting along the strip (the preimage) of $U$, but not necessarily being the middle cut.
Slogan. A section is a way of cutting the total space and it could be different from the original cut (the original cut is often called the zero section in case every vertical line is a line e.g. $\mathbb{R},\mathbb{C},...$)
The stalk of the sheaf of sections then must be the fiber of the étale space.