Let $k < n$, where $k,n \in \Bbb N$ and $n > 1$. Let $Q \subset \Bbb R^n$ be a $k$-dimensional subspace of $\Bbb R^n$. Let $\{\mathrm e_i| 1 \le i \le n\}$ denote the unit vectors along the axes.
Consider the k-dimensional hyperplane $K$, spanned by the unit vectors $\mathrm e_i, 1 \le i \le k$. Define $\forall m \in \Bbb Z, \; I_m := [m,m+1)$.
We have
$$K = \bigcup_{m_i \in \Bbb Z} (\Pi_{i=1}^k I_{m_i} \times \Pi_{i=k+1}^n \{0\})$$
$K$ is covered by a countable collections of hypersquares with hyperarea $1$. Suppose $S_r$ is an enumeration of these hypersquares. Consider the hypercubes $C_r :=S_r \times \Pi_{k+1}^{n-1} (-\frac{1}{2},\frac{1}{2}) \times (-\frac{\varepsilon}{2^r},\frac{\varepsilon}{2^r})$, with hypervolume $\frac{\varepsilon}{2^r}$. We have:
$$K \subset \bigcup_{r = 1}^\infty C_r \\
\mu(K) \le \sum_{r=1}^\infty = \varepsilon $$
As $\varepsilon$ was chosen arbitrarily, $\mu(K) = 0$.
Let Q be an arbitrary k-dimensional subspace of $\Bbb R^n$ and $\mathrm e'_i, 1 \le i \le k$ be an orthonormal basis of $Q$, obtained through Gram-Schmidt process. Extend this basis to $\{\mathrm e'_i| 1 \le i \le k\} \cup \{\mathrm w_j, k+1 \le j \le n\}$ with $\{\mathrm w_j| k+1 \le j \le n\}$ being orthogonal to $Q$. Denote the space spanned by $\{\mathrm w_j, k+1 \le j \le n\}$, by $Q^{\bot}$. Applying Gram-Shmidt process to $\{\mathrm w_j | k+1 \le j \le n\}$, we obtain obtain the orthonormal set $\{\mathrm e'_j | k+1 \le j \le n\}$ spanning $Q^{\bot}$.
Let $x_i$ and $x'_i, 1 \le i \le n$ denote the coordinates of $\mathrm x \in \Bbb R^n$ with respect to $\{\mathrm e_i| 1 \le i \le n\}$ and $\{\mathrm e'_i| 1 \le i \le n\}$ respectively, i.e. $\mathrm x = \sum_1^n x'_i \mathrm e'_i = \sum_1^n x_i \mathrm e_i$.
For $x, y \in \Bbb R^n$, $\sum_1^n (x_i -y_i)^2 = \sum_1^n (x'_i -y'_i)^2$. Therefore we obtain the same metric space by defining distance function to be $d(x,y) = \sum_1^n (x'_i -y'_i)^2$ with the lebesgue measure defined on this metric coincinding with the original one and the same reasoning as in case of co-ordinate hyperplane K, gives $\mu(Q) = 0$.