Given a finite dimensional vector space $V$ over $\mathbb{R}$ it cannot be written as a countable union of proper subspaces. (This can be proved by algebraic arguments or by the Baire category theorem.)
This may lead one to believe that the same is true if $V$ is infinite dimensional. However, that is false!
The vector space $P$ of polynomials with real coefficients is the union of the subspaces $P_n$ of polynomials of degree $n$.