Say we have an open set $(a,b)\subset\Bbb{R}$, which has an infinite cover $\mathfrak{C}$. Let us assume $(a,b)$ is not compact. Then we can select an open set $(a_1,b_1)\subset (a,b)$ such that it is not compact. If we cannot select such an $(a_1,b_1)$, this implies $(a,b)$ is compact, which is a contradiction. Similarly, from every $(a_k,b_k)\subset (a_{k-},b_{k-1})$, we can select a non-compact $(a_{k+1},b_{k+1})\subset (a_k,b_k)$. Also, we can ensure $\lim_{n\to\infty}\operatorname{diam}((a_n.b_n))=0$. Taking $(a,b)$ to be $(0,1)$, $(a_k,b_k)=(0,\frac{1}{k+1})$ is one such example.
Now let us take $\bigcap_{i=1}^\infty (a_i,b_i)$. This intersection is a subset of $\bigcap_{i=1}^\infty [a_i,b_i]$, where $[a_i,b_i]$ is the closure of $(a_i,b_i)$. $\bigcap_{i=1}^\infty [a_i,b_i]$ contains one point (as $\Bbb{R}$ is a complete metric space). Hence, $\bigcap_{i=1}^\infty (a_i,b_i)$ is either nonempty, or contains one point. In both instances, $\bigcap_{i=1}^\infty (a_i,b_i)$ can be covered by a finite number of open sets. This is a contradictory to the initial assertion that each of $(a_k,b_k)$ cannot be covered by a finite number of open sets.
I know that $(a,b)$ is not compact. I was just hoping to understand the flaw in my argument. This proof is very similar to that of Heine-Borel theorem.
Thanks in advance!!