I'm having a difficulty understanding how to work with the following definition of a compact set:
$$ \text{A set } A\subseteq \mathbb{R}^n \text{ is said to be}\, \textit{compact}\, \text{ if any finite open cover of } A \text{ contains a finite subcover of } A. $$
Now, I know that this is equivalent to the following characterization:
$$ \text{A set } A \text{ is}\, \textit{compact}\, \text{ if and only if it is closed and bounded.} $$
Now, by the second statement, $\bigl[0,1\bigr]$ would be a compact and something like $\bigl(0,1\bigr)$ and $\bigl(-\infty,1\bigr]$ wouldn't. Here comes my question: how would I show that $\bigl(0,1\bigr)$ and $\bigl(-\infty,1\bigr]$ aren't compact, and that $\bigl[0,1\bigr]$ is compact using the definition?
One further thing that's boggling my mind is that, to me, it looks like, at least intuitively, for every open cover of $\bigl(0,1\bigr)$, you should be able to produce a finite subcover. So here is where the definition is counter-intuitive to me as well. Why can't you?