What are prerequisites to Terry Tao's An Introduction To Measure Theory?

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I am an economics student and want to study mathematics, variational analysis in particular, with measure approach but since I am ignorant of measure theory I decided to try this book but I still find it a bit difficult. What would you offer to a complete beginner?

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If you want to learn measure theory (and analysis in general), you should start at the undergraduate level. Lebesgue theory and measure theory aren't going to make sense if you aren't familiar with the standard tricks involved in analysis. Start with a book like Tao's undergrad analysis books and then move onto something like Rudin's Principles of Mathematical Analysis. Rudin's text is very terse, but universally considered as a standard text in the field. As for measure theory, I recommend Royden and Fitzpatrick's Real Analysis, 4th Edition.