Let $I=[0,1]$ be with its usual topology and $I^I$ be with product topology.
Let $1_A(x)$ be the indicator function of set $A$, i.e., $1_A(x)=1$ for $x\in A$ and $1_A(x)=0$ for $x\notin A$.
Let $f(x):=1_{\{x\}}$, so that $f$ defines a function from $I$ into $I^I$. Show that the range of $f$ is a Borel set in $I^I$.
My efforts:
For any $x\in I$, $U_x:=\{g\in I^I:g(x)\neq0\}$ is open. Thus $U_x^C:=\{g\in I^I:g(x)=0\}$ is closed and Borel. Similarly, $V_x^C:=\{g\in I^I:g(x)=1\}$ is closed and Borel.
Since arbitrary intersection of closed sets is closed, $V_y^C\cap\bigcap_{x\in I,x\neq y}U_x^C=\{1_{\{y\}}\}$ is closed and Borel for any $y\in I$.
Then I don't know how to continue.
Let the image of $f$ be $A$. We will show that $A$ is closed and hence Borel.
To show $A$ is closed, we will show $A$ equals its closure, i.e., $A=\bar{A}$.
To show $A=\bar{A}$, we will show: if $y\in\bar{A}$, then $y\in A$. It is easier to show the contrapositive: if $y\notin A$, then $y\notin\bar{A}$.
For $y\notin A$, there are two cases.
(1) $y(x)=a$ with $a\notin\{0,1\}$ for some $x\in I$. There exists a neighborhood (nbhd) $U_a$ of $a$ such that $U_a\cap\{0,1\}=\emptyset$. Let $U=\prod_{i\in I}X_i$ with $X_i=U_a$ for $i=x$, $X_i$ is open for finitely many $i$, and $X_i=I$ for the remaining $i$. Then $U$ is a nbhd of $y$ and $U\cap A=\emptyset$. Therefore, $y\notin\bar{A}$.
(2) $y(x)\in\{0,1\}$ for all $x\in I$ but $y(x)=1$ for more than two $x\in I$, say, $x_1$ and $x_2$, i.e., $y(x_1)=y(x_2)=1$. There exists a neighborhood (nbhd) $U_1$ of $1$ such that $0\notin U_1$. Let $U=\prod_{i\in I}X_i$ with $X_i=U_1$ for $i=x_1,x_2$, $X_i$ is open for finitely many $i$, and $X_i=I$ for the remaining $i$. Then $U$ is a nbhd of $y$ and $U\cap A=\emptyset$. Therefore, $y\notin\bar{A}$.