This lecture introduces the concept of Euclidean spaces, specifically focusing on R^n. The instructor begins by discussing the transition from differential equations to the study of Euclidean spaces, emphasizing the generalization of concepts from R to R^n. The lecture covers the properties of R^n, including its representation as a Cartesian product and its interpretation as both a set of points and a vector space. The instructor explains the significance of vectors and points in R^n, highlighting the identification of these two perspectives. Key topics include the definition of norms, distances, and the properties of vector spaces, such as the inner product and its implications for distance measurement. The lecture also addresses the concepts of open and closed sets, providing definitions and examples to illustrate these ideas. The instructor concludes by discussing the importance of these concepts in analysis, particularly in relation to convergence and continuity in higher dimensions.