Let $E$ be the set of all ordered pairs $(m,n)$ of non-negative integers. Topologize $E$ as follows:
- For a point $(m,n)\neq (0,0)$, any set containing $(m,n)$ is a neighbourhood of $(m,n)$.
- A set $U$ containing $(0,0)$ is a neighborhood of $(0,0)$ if and only if for all except a finite number of $m$s the set $\lbrace n: (m,n)\notin U \rbrace$ is finite.
Show that $E$ is not locally compact.
Show that $E$ is normal.
I assume that you assume a neighbourhood to be open, otherwise i am not sure if your definition determines a topology.
$E$ is not locally compact: First observe that for each $(m,n) \neq (0,0)$ the set $\{(m,n)\}$ is open, since by definition of your topology $\{(m,n)\}$ is a neighbourhood of $(m,n)$.
Now consider an arbitrary neighbourhood $U$ of $\{(0,0)\}$. From the definition of the topology there exists an infinite family $\{m_i\}_{i \in I}$ such that all $m_i$'s are nonzero and for each $m_i$ the set $\{ n \vert (m_i,n) \in U\}$ is infinite. For each $i$ choose $n_i$ such that $(m_i,n_i) \in U$. Set $V := U \setminus \bigcup_i \{(m_i,n_i)\}$. Then $V$ is still open, as it can be seen easily from the construction. Therefore we obtain an open cover $U = V \cup \bigcup_i \{(m_i,n_i)\}$. Since all this sets are disjoint there does not exist a finite subcover. Therefore, $U$ cannot be compact.
$E$ is regular: Let $A$ be any closed subset and $(m,n) \notin A$. We need to seperate $A$ and $(m,n)$ by open neighbourhoods;
Case 1: $(0,0) \in A$: Let $U$ be any open neighbourhood of $A$. Then $U$ is also an open neighbourhood of $(0,0)$. From the topologies definition it follows easily that also $V := U \setminus \{(m,n)\}$ is an open neighbourhood of $(0,0)$ and clearly $A \subset V$. As above $\{(m,n)\}$ is open and therefore we can seperate $A$ and $(m,n)$ by the disjoint open sets $V$ and $\{(m,n)\}$.
Case 2: $(m,n) = (0,0)$: $A$ is a closed set not containing $(0,0)$. Thus $A^c$ is an open neighbourhood of $(0,0)$. Moreover $A$ is also open since all points different from $(0,0)$ are open. So we can seperate $(0,0)$ and $A$ by the disjoint open sets $A^c$ and $A$.
Case 3: $(m,n) \neq (0,0)$ and $(0,0) \notin A$. In this case the sets $\{(m,n)\}$ and $A$ are both open and we are done.