The book I'm reading states that we can use the theorem below to say if an immersion is sufficiently smooth, then it's possible to set new coordinates in the neighborhood of every point of the image so that $f$ is locally an inclusion. So what does new coordinates mean in this context?
Immersion theorem: Let $U\subset \mathbb R^m$ be an open set and $f:U\to \mathbb R^{m+n}$ be a strongly differentiable function at $a\in U$.
There are open sets $Z\subset \mathbb R^{m+n}$ and $V\times W\subset \mathbb R^m\times\mathbb R^n$ with $f(a)\in Z$ and $(a,0)\in V\times W$ and a homeomorphism $h:Z\to V\times W$ such that $hf(x)=(x,0)$ for every $x\in V$ and $h$ is strongly differentiable at the point $f(a)$.
If $f\in C^k (k\ge 1)$, it's possible to restrict if necessary $V$, $W$ and $Z$ such that $h$ is a $C^k$ diffeomorphism.