${(a_\lambda,b_\lambda)}_{\lambda \in \Lambda}$ is family set of open intervals for which $\bigcup^{}_{\lambda \in \Lambda}(a_\lambda,b_\lambda)\supset[0,1]$.
Prove that $\exists \epsilon$>0 $\forall x \in [0,1]$ $\exists \lambda_x \in \Lambda$ for which $(x-\epsilon, x+\epsilon)\subset(a_{\lambda_x},b_{\lambda_x}).$
I think that this problem is decided with assuming the opposite.
This is a simple application of Heine Borel Theorem. Using Heine Borel theorem we can see that a finite number of intervals $(a_\lambda, b_\lambda) $ cover $[0,1]$. Consider the set of all these chosen finite number of values $a_\lambda, b_\lambda $ which lie in $[0,1]$. These points together with $0,1$ form a partition of $[0,1]$. Let $0\in(a_{\lambda_{0}},b_{\lambda_{0}})$ and $1\in(a_{\lambda_{1}},b_{\lambda_{1}})$ and further let $\delta$ be the length of the smallest sub-interval created by the partition of $[0,1]$ described earlier. If we take a positive number $$\epsilon <\min(\delta/2,-a_{\lambda_{0}}/2,(b_{\lambda_{1}}-1)/2)$$ then $\epsilon $ is the desired number (I hope you can see why this is the case).