In most Descriptive Set Theory books, the rationale for working with the Baire space ($\mathbb{N}^{\mathbb{N}}$) as opposed to the real line ($\mathbb{R}$) is that the connectedness of the latter causes 'technical difficulties'.
My question is, what are these technical difficulties, and why does Descriptive Set Theory (normally?) stick to zero-dimensional Polish spaces?
Thanks in advance.
There are several useful properties of $\mathbb{N}^\mathbb{N}$:
There are also a few reasons that the use of $\mathbb{N}^\mathbb{N}$ does not result in a loss of generality:
For any uncountable complete separable metric space (c.s.m.s.) $X$, there is a bijection between $X$ and $\mathbb{N}^\mathbb{N}$ that is both Borel measurable and has a Borel measurable inverse. So if the property we are studying is preserved by Borel isomorphisms, we can just replace an uncountable c.s.m.s. $X$ with $\mathbb{N}^\mathbb{N}$.
Every c.s.m.s. is a continuous image of $\mathbb{N}^\mathbb{N}$. In fact, for any c.s.m.s. $X$ there is a closed subset $C$ of $\mathbb{N}^\mathbb{N}$ and a continuous bijection from $C$ to $X$. So if we are studying a property preserved by continuous maps, we can work with $\mathbb{N}^\mathbb{N}$ or with its closed subspaces without losing generality.
Those types of reasons are why it's safe to stick with $\mathbb{N}^\mathbb{N}$ most of the time: the goal is to study an arbitary c.s.m.s. (including $\mathbb{R}$) but for most purposes there's no loss of generality in studying $\mathbb{N}^\mathbb{N}$.