I'm working through the first chapter of "An Introduction to Manifolds" by Tu and am drowning under formalism without a good sense of what is motivating the many definitions. I think a lot of my confusion stems from the fact that, for calculus on $\mathbb{R}^n$, I'm not used to keeping track of "where objects live" (point in manifold vs vector in tangent space $T_p(\mathbb{R}^n)$ vs vector in cotangent space, etc.). A specific point of confusion is the following:
Recall that a map $f:A\subset \mathbb{R}^n \to \mathbb{R}$ is differentiable at $x_0\in A$ if there exists linear function $\mathbf{D}f(x_0):\mathbb{R}^n\to\mathbb{R}$, denoted the derivative of $f$ at $x_0$, such that $$\lim_{x\to x_0} \frac{ f(x)-f(x_0)-\mathbf{D}f(x_0)\mathbf{(x-x_0)}}{x-x_0}=0.$$
I want to interpret this in the language of manifolds; specifically, where does the boldface $\mathbf{(x-x_0)}$ live? I know it lives in $\mathbb{R}^n$, but is it $\mathbb{R}^n$ as a manifold, tangent space, or cotangent space? From what I've read, the derivative in the context of differential geometry is a linear map between tangent spaces, suggesting that $\mathbf{(x-x_0)}\in T_p(\mathbb{R}^n)$. But this doesn't really make since to me since I conceptualize $\mathbf{x-x_0}$ as corresponding to an infinitesimal change in $x$ in limit (I know that's not rigorous), which I believe is formalized in the context of diff. geom. as the differential form $dx$, which lives in the cotangent space.
What am I missing? How exactly would one recast the definition of derivative found in a multivariate calculus book into one using the language of tangent spaces, differentials, etc.?
$x - x_0$ denotes, in the limit, an infinitesimal change in a particular direction, i.e. a tangent vector at $x_0$. An "infinitesimal change to $x$ in limit", as you describe it, is one way to think of what a tangent vector is.
In general, you can recognise that something is a tangent vector if it is an input to $D(f)(x_0)$, also written as $D_{x_0}(f)$. This is the differential map, so its inputs are tangent vectors, as are its outputs.