We have the x-axis $X=\{ (x,y): y =0 \}$ . I want to prove it is closed. In other words, We can show the complement is open. That is, we want to find a ball that is completely contained in $\mathbb{R}^2 \setminus X$. Let $(a,b) \in \mathbb{R}^2 \setminus X $ be arbitrary. A ball of radius $|b|$ can do ? Since it is never zero and $|b| >0$ then $B_{\epsilon}((a,b)) $ must be in $\mathbb{R}^2 \setminus X$. Indeed. If $(t,z)$ is in the ball, then
$$ (t-a)^2 + (z-b)^2 < |b|^2 $$
We want to prove that $(t,z)$ must be in $\mathbb{R}^2 \setminus X$ as well. In other words, we need to prove that $z \neq 0$.
Notice that from above after distributing we obtain
$$ (t-a)^2 + z^2 - 2zb + b^2 < b^2 \implies (t-a)^2<2zb-z^2=z(2b-z) $$
Here is where I get stuck. How can we show that the above is less than $z$? that way we get $z > 0$ and so proving the result. Is my approach correct?
To show it is not open, isnt the previous part showing this result as well?
Your approach is correct, but quite complicated. When you have $$(t-a)^2 + (z-b)^2 < |b|^2$$ you can immediately tell that $z \neq 0$. Indeed, if $z=0$, you would have $$(t-a)^2 + b^2 < b^2$$ i.e. $$(t-a)^2 < 0$$ which is absurd.