How can I prove (by definition) that, if $a, b \in \mathbb{R}$ and $a<b$, then $[a, b]$ is equal to the set of accumulation (limit) points?
Let $(E, d)$ a metric space and $S \subseteq E$. $x \in E$ is a limit point if $(B_\varepsilon(x)-\lbrace x \rbrace ) \cap S \neq \emptyset$ for all $\varepsilon >0$
If $x \in [a,b]$, the $x \in B_\varepsilon(x) \cap [a,b]$ for all $\varepsilon >0$. If $x \notin [a,b]$ take $\varepsilon = \frac{1}{2}\min\{d(a,x),d(b,x)\}$, and notice that $B_\varepsilon(x) \cap [a,b] = \varnothing$, so $x$ is not a limit point of the set.