Can you just elaborate a bit??I did not understand what exactly is confusing you??From what I could gather looking at your question, I think the problem comes with thinking manifolds as embedded inside some larger Euclidean space, which distracts from the true definition of tangent vectors.
Yes, as you have stated that in case of Euclidean space, the tangent space and the manifold itself(i.e. $\mathbb{R^n$) coincide. But that is the special case, so in a way Euclidean manifold is the "special manifold".