Under the topic of differentiation of vectors, it says:
an infinitesimal increment dR of a vector R, does not need to be colinear with vector R.
But why? A vector has magnitude and direction. If you make an increase to that vector in a different direction than the original vector, even if it is infinitesimal, the resultant direction changes. So why or how can they say this?

Note that there are two ways to alter a vector: by changing its magnitude or by changing its direction. Thus, the differential increment $d\bf R$ could be collinear with $\bf R$ and change its magnitude, not its direction, or it could be non-collinear with $\bf R$ and bring about a change in its direction and optionally, its magnitude.