I'm browsing the proof here on showing that if a metric space is totally bounded and complete then it is sequentially compact. I'm confused about two claims.
First, the proof says :
For each $n\in \mathbb{N}$ let $D_n$ be a finite subset of $X$ such that the open balls of radius $2^{−n}$ centred at the points of $D_n$ cover $X$.
Why does $D_n$ have to be finite? I know that's implied from the definition of totally boundedness. I guess my question is really why can't we let $D_n$ be infinite?
Second question (which is related to the first I think):
$D_0$ is finite, so there is a point $y \in D_0$ such that infinitely many terms of $\sigma$ are in $B(y_0,1)$
Why would $B(y_0,1)$ contain infinitely many terms? What if the metric space X is finite in the first place?