I am rather confused by the concept of a volume element. For example in cylindrical polar coordinates why is a 'volume element' generated by sending:

$r \rightarrow r+ dr$, $\theta \rightarrow \theta+ d\theta$, $z \rightarrow z+ dz$ ?

I understand that the volume generated by this is : $r$$ d\theta\, dr \,dz$ but I don't understand why this is a 'volume element'.