Suppose $X \subseteq \mathbb{R}^k$ and $Y \subseteq \mathbb{R}^l$ are two smooth manifolds, with $\dim(X) = m < \dim(Y) = n$ is the inclusion map an immersion (where $X$ is a submanifold of $Y$)?
My Attempted Proof:
The inclusion map $i : X \to Y$ defined by $i(x) = x$, has derivative at a point $a \in X$ of $di_a(x) = 1$, where $1$ is the identity matrix $\left[\frac{I_m}{0}\right]$ and maps $T_a(X)$ into $T_a(Y)$, and is thus injective, because $T_a(X) \cong \mathbb{R}^m$ and for any vector $x \in T_a(X)$ we have $$\left[\frac{I_m}{0}\right][x] = \langle x_1, ...x_m, 0, ...0 \rangle \in T_a(Y) \ \ \ \ \ \square$$
Is my proof correct? Is it rigorous enough?
There are some issues here. First of all, it is probably true that $X\subset Y$, right? The inclusion map $X\hookrightarrow Y$ assumes that $X\subset Y$. Indeed, your proof is accurate assuming that you can prove that the differential has the form $[\frac{I_m}{0}]$ you claim. This might not be immediately obvious though. You can rigorously show this by examining what a submanifold of $Y$ looks like in local coordinates about $a$.
Hint: A submanifold $X\subset Y$ of codimension $k$ is locally defined by the vanishing of $k$ coordinates for $Y$.