How does the chain rule for limits work?

Look at the expression $$\lim_{x \to 0^+} \arctan(\ln x)$$ Let $u = \ln x$. Then $u \to -\infty$ as $x \to 0^+$. So we can substitute $u$ for $\ln x$ and $u \to -\infty$ for $x \to 0^+$ to obtain $$\lim_{x \to 0^+} \arctan(\ln x) = \lim_{u \to -\infty} \arctan(u)$$ This evaluates to $-\dfrac{\pi}{2}$.

All we did was substitute a new variable; nothing too in-depth!