Let $A\subseteq \mathbb{R}^n$ and consider a family of open balls $(B(x_i,r_i))_i$ indexed on a set $I$ such that $$A\subseteq \cup_{i\in I}B(x_i,r_i)$$
Prove that there exists an (at most) countable subset $I*\subset I$ such that $$A\subseteq \cup_{i\in I*}B(x_i,r_i)$$
My thoughts on the matter: First we need an ordering on I. This is always possible (?). We begin by a point $a\in A$ and if $a \in B(x_{i_1},r_{i_1})$, then either $A\subset B(x_{i_1},r_{i_1})$ and we are done with $I={i_1}$, or we can choose a point $a_2\in A_1=A-\cup_{i<i_1}B(x_i,r_i)$. This construction would create a sequence of indexes $i_1<i_2<\ldots$ with the desired property, if somehow we could also exhaust the index set I. This is not clear at all though...
Is there a better approach?
If I, say, let $I=\{i:i<\aleph_0\}\cup\{i:i<\aleph_1\}\ldots$ would this imply that $I$ is exhausted?