Let X be a Banach space, and let Y be a proper non-meager subspace of X. If Y is not dense in X, then it is easy to see that the closure of Y has empty interior, contradicting Y being non-meager. So Y must be dense. If Y has the Baire property, then it follows from Pettis Lemma that Y is open and hence closed (since the complement of Y is the union of translates of Y), contradicting Y being proper. Thus, Y must be dense and not have the Baire property. My question is: can such a Y exist? Any such Y must be difficult to construct since all Borel sets and even all continuous images of separable complete metric spaces have the Baire property.

More info:

1. Meager is just another word for first category, i.e. the countable union of nowhere dense sets.
2. A set A in a topological space has the Baire property if for some open set V (possibly empty) the set (A-V)U(V-A) is meager.
3. The collection of sets with the Baire property form a sigma-algebra. All open sets trivially have the Baire property, thus all Borel sets have the Baire property. All analytic sets also have the Baire property.
4. Pettis Lemma: Let G be a topological group and let A be a non-meager subset of G with the Baire property. Then the set A*A^{-1} (element-wise multiplication) contains an open neighborhood of the identity. This is an analog to a similar theorem about Lebesgue measure: If A is a Lebesgue measurable subset of the reals with positive Lebesgue measure, then A - A (element-wise subtraction) contains an open set around 0.