I have been studying compact sets recently, and have been struggling a little to develop my intuition. I feel a little silly asking this question, because I know there is probably something very simple I am missing from a definition I've read.
So my issue is why sets in $\mathbb R$ closed and bounded sets must be compact. For example, the set $\left\{ \frac 1n\,\middle|\,n \in \mathbb N \right\} $ is open, but it can be covered by the open set $(-1, 2)$. So if it can be covered by open sets such as this, why is it not compact?
The definition for compactness I've been working with is a set is compact if all open covers of that set have a finite subcover. Is the given set not compact because there is some open cover that doesn't have a finite subcover, even though there clearly are SOME finite subcovers?
Why do you say that $\left\{\frac1n\,\middle|\,n\in\mathbb N\right\}$ is open? It is neither open nor closed.
Every subset $A$ of $\mathbb R$ can be covered by an open cover: $\{\mathbb{R}\}$. The point about compacteness is that every open cover has a finite subcover. Take again the set $\left\{\frac1n\,\middle|\,n\in\mathbb N\right\}$. It is not compact because the cover $\left\{\left(\frac1{2n},\frac3{2n}\right)\,\middle|\,n\in\mathbb N\right\}$ is an open cover which has no finite subcover.
Note that an unbounded subset of $\mathbb R$ cannot be compact, because $\left\{(-n,n)\,\middle|\,n\in\mathbb N\right\}$ is an open subcover without a finite subcover. And if $A$ is a non-closed subset of $\mathbb R$, then $A$ cannot be compact because, if $x\in\overline A\setminus A$, then $\left\{\left(-\infty,x-\frac1n\right)\cup\left(x+\frac1n,+\infty\right)\,\middle|\,n\in\mathbb N\right\}$ is an open cover without a finite subcover.