Let $C[a,b]$ denote the set of all continuous, real-valued maps on the interval $[a,b]$. Let $P_n$ denote the set of all real polynomials on $[a,b]$ which have a maximum degree of $n$. Let $P=\cup_{n\geq 1}P_n$.
Then Weierstrass's Approximation theorem says that the closure of $P$ in $C[a,b]$ (with the uniform norm) is the entirety of $C[a,b]$. This would seem to hint that $P_n$ is not dense in $C[a,b]$. And indeed, one can show that $P_n$ is a closed and (obviously) proper subset of $C[a,b]$ which would mean that for any $n\in\mathbb{N}$ and any $\epsilon>0$ there exists an $f$ in $C[a,b]$ such that $$ \inf_{p\in P_n}|p-f|_\infty\geq\epsilon\,. $$ Polynomials of degree $n$ are determined by their values at $n+1$ distinct points. Thus, this result basically says that if we are limited to only being able to interpolate a function with polynomials at a maximum number of points, there will still exist continuous functions that we cannot approximate well.
Can one give a constructive proof of this fact? In other words, given $n\in\mathbb{N}$ and $\epsilon>0$ can we explicitly construct a function $f$ such that $$ \inf_{p\in P_n}|p-f|_\infty\geq\epsilon\,? $$ For bonus points, can we construct $f$ to be a polynomial of degree $n+1$?
For the first question, I expect a function with enough oscillation will accomplish this goal. And perhaps something as simple as $\bar{\epsilon}\sin(\bar{n}x)$ for appropriate $\bar{\epsilon}$ that depends on $\epsilon$ and $\bar{n}$ depending on $n$.