I was trying to show that the Klein bottle was second countable. My try was to use that it has the subspace topology of $\mathbb R^3$. Then I noticed that it is not imbeddable into $\mathbb R^3$. Therefore one cannot use the subspace topology. But I don't know what else to do.
How to show that the Klein bottle is second countable? If it does not have subspace topology of $\mathbb R^3$, what topology does it have? Does immersions induce a topology?
Therefore: what is the topology on Klein bottle if Klein bottle is square with sides identified?
Thank you for help.

I take it you understand the topology on the square.
The topology on the square with opposite sides identified is the quotient topology. The idea of the quotient topology is this: if $X$ is a topological space, and $R$ is an equivalence relation on $X$, then the quotient topology on $X/R$ (which is the set of equivalence classes of $X$ under $R$) is chosen to make the natural surjection $f:X\to X/R$ continuous. So, a subset of $X/R$ is open in the quotient topology if and only if its inverse image under $f$ is open in $X$.
In our case, $X$ is the square, and two points are equivalent if they get identified when you identify the pairs of opposite edges.