In other words, are $\emptyset$ and $\mathbb{R}$ the only open and closed sets in $\mathbb{R}$? Why/Why not?
I tried by assuming a set is equal to its interior points and contains its limit points.
A bounded set will not do since stuff like $[1,4]$ and $\{5\}$ will not work, though that is not really proof. Help please?
Anyway, it must then be unbounded.
If $a$ is a real number then $(a,\infty)$, $(-\infty,a)$, $[a,\infty)$ and $(-\infty,a]$ don't seem to cut it so it must be $\mathbb{R}$.
A space $X$ is connected if the only subsets of $X$ with empty boundary are $X$ and the empty set. Alternatively, $X$ is connected if the only subsets of $X$ which are both open and closed are $X$ and the empty set. Therefore, your first question asks if there exists any subset of $\mathbb R$ that is connected. Indeed, yes, there is. An interval is connected. Your second question seems to ask if $\mathbb R$ is connected. Yes, it is. For a proof, see here.