Given a point $p \in U$, I think you should first try to find an open four-dimensional box containing $p$ which is contained in $U$. Then you can find a small ball centred at $p$ which is contained in the box and hence in $U$.
Let $(a, b, c, d) \in U$, then $a \in (-1, 1)$, $b \in (-2, 2)$, $c \in (-3, 3)$, and $d \in (-4, 4)$. Let $\delta_1 = \min\{|1 - a|, |-1 - a|\}$; this is the shortest distance between $a$ and a point not in the interval $(-1, 1)$. If we leave the last three coordinates fixed, but we change the first coordinate $a$ by less that $\delta_1$, then the corresponding point remains in $U$. Likewise, we set
\begin{align*}
\delta_2 &= \min\{|2 - b|, |-2 - b|\}\\
\delta_3 &= \min\{|3 - c|, |-3 - c|\}\\
\delta_4 &= \min\{|4 - d|, |-4 - d|\}.
\end{align*}
Then $\delta_i$ measures how much we can change the $i^{\text{th}}$ coordinate and remain in $U$, provided we keep the other coordinates fixed. Now let $\delta = \min\{\delta_1, \delta_2, \delta_3, \delta_4\}$. Now if I vary any one of the coordinates by at most $\delta$, and keep the other coordinates fixed, then I remain in $U$. That is, $V = (a - \delta, a + \delta)\times(b - \delta, b + \delta)\times(c - \delta, c + \delta)\times(d - \delta, d + \delta)$ is contained in $U$. Furthermore, $V$ is open and contains $p$; this is the open four-dimensional box containing $p$ that I mentioned at the beginning.
Now you just need to find a ball centred at $p$ which is small enough to be contained in $V$ (and hence $U$). You can check that the ball $B(p, \delta)$ will do; intuitively, the change in any coordinate is less than or equal to the change in the distance.