Motivated by recent experimental realizations of exotic phases of matter on programmable quantum simulators, we carry out a comprehensive theoretical study of quantum phase transitions in a Rydberg atom array on a square lattice, with both open and periodic boundary conditions. In the bulk, we identify several first-order and continuous phase transitions by performing large-scale quantum Monte Carlo simulations and develop an analytical understanding of the nature of these transitions using the framework of Landau-Ginzburg-Wilson theory. Remarkably, we find that under open boundary conditions, the boundary itself undergoes a second-order quantum phase transition, independent of the bulk. These results explain recent experimental observations and provide important new insights into both the adiabatic state preparation of novel quantum phases and quantum optimization using Rydberg atom array platforms.