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The closure of the open ball of radius r in a metric space, is the closed ball of radius r in that metric space.

In a somewhat related spirit: the boundary of a subset of (say) Euclidean space has empty interior, and furthermore has Lebesgue measure zero. (This false belief is closely related to Gowers' example of the belief that there are no non-trivial open dense sets.)

More generally, point set topology and measure theory abound with all sorts of false beliefs that only tend to be expunged once one plays with the canonical counterexamples (Cantor sets, bullet-ridden squares, space-filling curves, the long line, sin(1/x) and its variants, etc.).