Formally stated, Let $S_1, S_2, \cdots$ be closed sets and assume that $\bigcup_{j} S_j = \mathbb{R}$. Prove that at least one of the sets $S_j$ has nonempty interior.
After doing some searching before I asked this question, I found it to be a special case of Baire Category Theorem. (ZF) If $\mathbb{R}^k$ is a countable union of closed sets, then at least one has a nonempty interior.
However this is my first real analysis class, so we haven't learned anything about category sets/nowhere dense sets yet. This is left as a starred textbook problem of the section perfect set, so I am wondering if it can be solved with more fundamental techniques.
The hint from the textbook is to use an idea from the proof that perfect sets are uncountable. (The textbook I am using is Real Analysis and Foundation, Third Edition, by Steven Krantz)