Why are open sets usually denoted by $U$? Is there a reference about this? Sometimes open set uses the letter $G$, such as $G_{\delta} $ set. I also wonder the meaning of $G$.
Additional question: Why do we use or who first used $E$ to denote a subset in measure theory?
$U$ stands for Umgebung. Reference: https://de.m.wikipedia.org/wiki/Umgebung_(Mathematik) This is the German wikipedia article corresponding to Neighborhood. More complete history on this in Why do we traditionally use letter U for open sets?
$E$ stands for Ensemble, which is French for set. You can see it used in Lebesgue’s original paper to denote arbitrary measurable sets, so that it became tradition https://fermatslibrary.com/s/on-a-generalization-of-the-definite-integral