Consider $\mathbb{R}$ and $[a,b]$. Then $[a,b]$ is totally bounded. Let $\epsilon>0$. Choose $N$ sufficiently large such that $\frac{(b-a)}{N}<\epsilon$. For $i=0,1....,N$, define
$x_i=a+i\frac{(b-a)}{N}$. Observe, $x_i\in [a,b]$, since $x_0<x_1<...<x_N=b$.
Then How do I show that $[a,b] \subseteq \bigcup_{i=0}^N[x_{i-1},x_{i}]$ formally?