I am going through Baby Rudin and am having trouble comprehending how any closed and bounded Euclidean set is compact via the coverage definition:
If a set $E$ in $X$ is compact, then for any open cover of $E$ {consisting of subsets of $X$} there exists a finite subcover of $E$ consisting of a finite portion of the open cover.
Consider the interval $[a,b]\in\mathbb{R}$. Obviously open covers exist of it, e.g. $(a-1, b+1)$ is also a trivial subcover. But since there are an infinite number of real numbers between any two real numbers, if we take the open cover that is literally "every" real number between $a$ and $b$, how can there be a finite subcover?
Since all real numbers in $[a,b]$ are limit points, any open set in it is some neighborhood $(p-r, p+r)$ that contains an infinite number of points of $[a,b]$. So don't we still need an infinite number of these neighborhoods to cover $[a,b]$...?
Thanks!