In descriptive set theory, we study properties of Polish spaces, typically not considered as topological spaces but rather we equip them with their "Borel structure", i.e., the collection of their Borel sets. Any two uncountable standard Borel Polish spaces are isomorphic, and the isomorphism map can be taken to be Borel. In practice, this means that for most properties we study it is irrelevant what specific Polish space we use as underlying "ambient space", it may be ${\mathbb R}$, or ${\mathbb N}^{\mathbb N}$, or ${\mathcal l}^2$, etc, and we tend to think of all of them as "the reals".
In Lebesgue "Sur les fonctions representables analytiquement", J. de math. pures et appl. (1905), Lebesgue makes the mistake of thinking that projections of Borel subsets of the plane ${\mathbb R}^2$ are Borel. In a sense, this mistake created descriptive set theory.
Now we know, for example, that in ${\mathbb N}^{\mathbb N}$, projections of closed sets need not be Borel. Since we usually call reals the members of ${\mathbb N}^{\mathbb N}$,
it is not uncommon to think that projections of closed subsets of ${\mathbb R}^2$ are not necessarily Borel.
(This is false. Note that closed sets are countable union of compact sets. The actual result in ${\mathbb R}$ is that projections of complements of projections of closed subsets of ${\mathbb R}^3$ are not Borel.)