I like Amitai Yuval's answer, but let me try to say something a little more basic. It's necessarily a bit vague, but maybe it will give you the idea of what's going on.
The coordinates $x^1, \dots, x^n$ define functions on your manifold. In a physics context, $x^1$, $x^2$ and $x^3$ may represent position with respect to a particular set of axes whilst $x^4$ labels time. Tangent vectors are little arrows at points in your space, and we have a nice basis at each point given by the arrows pointing along each of the coordinate directions. In our example these would correspond to arrows in the directions of the $x^1$-, $x^2$- and $x^3$-axes, and a fourth arrow which points forwards in time but has no spatial component. We write these vectors as $\partial/\partial x^a$ or $\partial_a$, but this is just notation for now.
A one-form is 'a thing you plug vectors into': you feed it a vector and it spits out a number which depends linearly on the input. For each $a$ we can define a one-form $\mathrm{d}x^a$ to be the one-form which gives $1$ when you input $\partial_a$ and $0$ when you input $\partial_b$ for $b \neq a$. Again this is just notation. In other words, the statement $\mathrm{d}x^a(\partial_b)=\delta^a_b$ is basically a tautology. Back to our example, if you plug a vector $v$ into $\mathrm{d}x^4$ then what you get out is the time component of $v$.
Now, given a vector $v$ at a point $p$ and a function $f$ defined near $p$ you can take the directional derivative of $f$ in the direction $v$, which you could write as $v(f)$ (although personally I don't like this notation). If you take $v$ to be $\partial_a$ then this directional derivative really just is the partial derivative $\partial f/\partial x^a$. This is why the notation $\partial_a$ or $\partial/\partial x^a$ is sensible. So in our example $f$ could be something like density and then $\partial_4(f)$ represents the time-derivative of the density.
Thinking of the vector $v$ in the expression $v(f)$ as variable, we get a thing which takes vectors and spits out numbers (given the vector $v$ it outputs $v(f)$). In other words it defines a one-form: the differential (or derivative) of $f$, which we write as $\mathrm{d}f$. Happily, the one-form we defined to be $\mathrm{d}x^a$ purely as a piece of notation really just is the differential of the function $x^a$.
So in terms of directional derivatives it is true that $\partial_a(x^b)=\delta^b_a$. Whilst in terms of feeding vectors into one-forms it is true that $\mathrm{d}x^a(\partial_b)=\delta^a_b$. By the above comment about differentials, relating directional derivatives to one-forms, these statements are really saying the same thing.
The expression you write as $\partial_\nu \mathrm{d}x^\mu$ is a bit ambiguous. It definitely doesn't mean 'differentiate $\mathrm{d}x^\mu$'. The sensible interpretation (which makes it equal to $\delta^\mu_\nu$) is that you're feeding the one-form into the vector using double-duality. But this is probably a little too abstract at present.