How much of an $n$-dimensional manifold can we embed into $\mathbb{R}^n$?

Question

I observed some naive examples. Spheres, for example, when we cut out one point, can be embedded into $\mathbb{R}^n$. And if we cut out a measure zero set of a projective space, it can be embedded into the Euclidean space of the same dimension. So I wonder if all manifolds can be embedded into a same dimensional Euclidean space when we cut out a measure zero set? Can anyone prove it or disprove it by giving me some counterexamples?