In "Real Analysis" by Stein & Shakarchi, the polar coordinates of a point $x \in \mathbb{R}^d - \{0\}$ are the pair $(r,\gamma)$ where $0 < r < \infty$ and $\gamma$ belongs to the unit sphere $S^{d-1} = \{x \in \mathbb{R}^d : |x| =1\}$, determined by $$r = |x|, \quad \gamma = \frac{x}{|x|}.$$ Furthermore, polar integration is defined as $$\int_{\mathbb{R}^d} f(x)\,dx = \int_{S^{d-1}} \int_0^\infty f(r\gamma) r^{d-1}\,drd\sigma(\gamma).$$ This is explained in the text as the result of defining two measure spaces $(X_1,\mathcal{M}_1,\mu_1)$ and $(X_2,\mathcal{M}_2,\mu_2)$, where $\mathcal{M}_1$ is the collection of Lebesgue measurable sets in $X_1 = (0,\infty)$ and $d\mu_1(r) = r^{d-1}\,dr$.
Regarding the second measure space, we take $X_2 = S^{d-1}$ and the authors say that when $E \subseteq S^{d-1}$, to consider the set $\tilde{E} = \{x \in \mathbb{R}^d : x/|x| \in E, 0 < |x| < 1\}$ to be the subset of the unit ball. If $\tilde{E}$ is Lebesgue measurable, we say that $E \in \mathcal{M}_2$ and define $\mu_2(E) = \sigma(E) = d\cdot m(\tilde{E})$, where $m$ is the Lebesgue measure in $\mathbb{R}^d$.
I am seeking intuition behind the "surface measure." How should I interpret the set $\tilde{E}$; that is, what does this set look like? Furthermore, if the measure $\mu_2 = \sigma$ is defined in terms of the Lebesgue measure in $\mathbb{R}^d$, what is the significance of the factor of $d$? Why not define $\sigma(E) = m(\tilde{E})$?