Leb $X$ be the square in $\mathbb{R}^2$
$ X = \{(x,y) \in \mathbb{R}^2 : |x| + |y| = 1\} $
It's so easy to show that $X$ is a differentiable manifold of dimension one. But, it's not possible that $X$ be a regular submanifold of $\mathbb{R}^2$ and I dont know prove it.
Assume that $X$ is a submanifold of $\mathbb{R}^2$ and let $v$ be a vertex of the square $X$, then the tangent space of $X$ at $v$ should be one-dimensional$^1$, but $T_vX$ is seen to be zero-dimensional$^2$, whence a contradiction.
Another way to see it without (explicitely) using tangent spaces is that it cannot exists a regular parametrization of $X$ near $v$, such a parametrization must have a vanishing derivative at $v$, which prevents it to be an immersion, whence a contradiction.
$^1$ A zero-dimensional submanifold is discrete and a two-dimensional submanifold of $\mathbb{R}^2$ is locally open, but $X$ is none of them, so that it is one-dimensional.
$^2$ A smooth curve drawn on $X$ passing through $v$ at $t=0$ must have a vanishing derivative at $t=0$.