Both other answers are correct, but they are not getting to the metric content of the problem...
Let $X$ be a metric space, $S \subset X$, and $x \in S$. If $S$ is open, then $X \setminus S$ is closed, so $\mathrm{dist}(x, X \setminus S)$ exists and is positive. Otherwise, if $x \in \partial S$, $\mathrm{dist}(x, X \setminus S)$ is only nonnegative. Set $\delta= \frac{1}{2} \mathrm{dist}(x, X \setminus S)$. Then $\overline{B_\delta (x)} \subset S$.
Note that $\delta = \frac{1}{2}\mathrm{dist}(\dots)$ is not essential. We can choose and $\eta \in (0,1)$ and $\delta = \eta \mathrm{dist}(\dots)$ works as well. In any event, if $x$ may be chosen on $\partial S$, $\delta$ is forced to $0$ and the hypothesis ("$\forall x \in S, \exists \delta > 0 \dots$") does not hold.