Apologies if this has been asked before, but couldn't find it.
The definition of embedding that I'm using is this:
Suppose $X$ and $Y$ are topological spaces. We call a function $f:X\rightarrow Y$ an embedding if $f$ is a homeomorphism from $X$ to $f(X)$, equipped with the subspace topology.
I think the idea is to look for a space $X$ where any function $f:X\rightarrow\mathbb{R}^n$ does not have a continuous inverse. I can't seem to get anywhere.
Since each $\mathbb{R}^n$ is Hausdorff, and as all subspaces of Hausdorff spaces are Hausdorff, any non-Hausdorff space would suffice. A simple example would be $X = \{ 0 , 1 \}$ with the trivial topology.