Let $Z$ be any linear normed space and $Y$ a closed subspace of $Z$, then by Riesz's Lemma there exist an element $z_\theta \in Z$ such that $||z_\theta||=1$ and $dist(z_\theta,Y)<\theta$ where $\theta\in (0,1)$, i.e we can get away from the closed subspace arbitrarily close to $1$ and still be on the unit ball.
When however, $Z$ is a finite dimensional linear normed space, one can find an element $z\in Z$ such that $\operatorname{dist}(z,Y)=1$ with $\|z\|=1$. Could someone give me an idea of what happens in finite dimensional case?