You can certainly use the Heine-Borel theorem to show that $[0,1]$ is compact, which distinguishes it topologically from $(0,1)$.
You can use embeddings to compute various invariants. For example, let $i : S^n \to \mathbb{R}^{n+1}$ be the usual embedding of the unit $n$ sphere. Then we get a decomposition of vector bundles $i^*(T(\mathbb{R}^{n+1}) = T(S^n) \oplus N$, where $N$ is the normal bundle.
There is a map $w : Vect(X) \to H^*(X ; \mathbb{Z}/2\mathbb{Z})$ that sends an isomoprhism class of real vector bundle to a certain cohomology class called the Steifel Whitney class. Among other properties, it satisfies $w(E \oplus E') = w(E) \cup w(E')$ an for $F$ a trivial bundle, $w(F) = 1$.
Thus, from the above formula $i^*(T(\mathbb{R}^{n+1}) = T(S^n) \oplus N$, where we note that $i^*(T(\mathbb{R}^{n+1})$ an $N$ are trivial bundles, we get that $w(T(S^n)) = 1$.
(Note: This does not imply that $T(S^n)$ is trivial. Indeed, it generally is not, see the examples here: https://en.wikipedia.org/wiki/Parallelizable_manifold )
This presumably lets you distinguish the sphere from something. I'm not sure what though.
Using the same argument, we can show that we cannot embed $\mathbb{RP}^n$ into $\mathbb{R}^{n + 1}$, for certain $n$. Let take $n = 2$ for simplicity, to try to get the result that we cannot embed the real projective plane into 3-space.
If we could, then we would get that $w(T(\mathbb{RP}^2)) = 1$, by the same argument as for the sphere.
Major Edit: We need a lemma to ensure that the normal bundle to a closed codimension one manifold $M$ in $\mathbb{R}^n$ is trivial. If $M$ is the zero set of a smooth function $f$, which has non-vanishing gradient along $M$, the normla bundle is trivial, for then the gradient of $f$ provides a nowhere vanishing normal vector field. This is how we know that the sphere's normal bundle is trivial, for instance.
Now, it is proven here: Smooth surfaces that isn't the zero-set of $f(x,y,z)$ that every smooth codimension 1 submanifold $S$ of Euclidean space is cut out by an equation whose gradient is nonzero along that submanifold.
End Major Edit.
However, we can compute $w(T(\mathbb{RP}^2))$ by separate means, and see that it is not $1$. In fact, it suffices to know that for any bundle $E$, the first Steifel Whitney class of $E$ (which is the degree 1 component of $w(E)$) is zero iff $E$ is orientable. Since $T(\mathbb{RP}^2)$ is non-orientable, $w(T(\mathbb{RP}^2) \not = 1$.
The same style of argument would presumably show that any non-orientable closed $n$ manifold cannot be embedded in $\mathbb{R}^{n + 1}$, modulo that lemma.
https://en.wikipedia.org/wiki/Stiefel%E2%80%93Whitney_class#Axiomatic_definition
You can presumably run the above proof without mentioning Stiefel-Whitney classes once; you can find direct proofs on this webpage that closed hypersurfaces of Eucliean space are orientable, so this gives an application of an embedding to proving an intrinsic statement.
A bit of philosophy: Embeddings of a compact manifold $M$ into $\mathbb{R}^n$ have tubular neighborhoods, and these tubular neighborhoods are like vector bundles on $M$. So, in some sense which I do not know enough about to make precise, studying embeddings of $M$ and vector bundles on $M$ are closely related. The study of vector bundles on $M$ contains a lot of information about $M$. Maybe someone more knowlegable can say something about this?