For each real number $x$ there is a unique integer $n_x$ such that $n_x\pi\le x<(n_x+1)\pi$; let $\hat x=x-n_x\pi\in[0,\pi)$, and observe that $\hat x$ is the unique element of $[0,\pi)$ such that $\tan\hat x=\tan x$. Thus, $\{\tan k:k\in\Bbb N\}=\{\tan\hat k:k\in\Bbb N\}$. Let $D=\{\hat k:k\in\Bbb N\}$. It suffices to show that $D$ is dense in $[0,\pi)$: the tangent function is continuous and maps $[0,\pi)$ onto $\Bbb R$, so $\tan[D]=\{\tan\hat k:k\in\Bbb N\}$ must then be dense in $\Bbb R$.
Note that for any $x,y\in\Bbb R$, $\hat x=\hat y$ iff $\frac{x}{\pi}-\frac{y}{\pi}\in\Bbb Z$. Thus, instead of showing that $D$ is dense in $[0,\pi)$, we can scale everything by a factor of $1/\pi$ and show that $D_0=\{\hat k/\pi:k\in\Bbb N\}$ is dense in $[0,1)$.
This is a nice application of the pigeonhole principle. Let $n$ be a positive integer, and divide $[0,1)$ into the $n$ subintervals $\left[\frac{k}n,\frac{k+1}n\right)$ for $k=0,\dots,n-1$. Two of the $n+1$ numbers $\frac{\hat k}{\pi}$ for $k=0,\dots,n$ must belong to the same one of these subintervals; say $$\frac{\hat k}{\pi},\frac{\hat\ell}{\pi}\in\left[\frac{i}n,\frac{i+1}n\right)\;,$$ where $0\le k<\ell\le n$ and $0\le i<n$. Then $$0<\left|\frac{\hat\ell}{\pi}-\frac{\hat k}{\pi}\right|<\frac1n\;.$$ Let $m=\ell-k$; then $\dfrac{\hat m}{\pi}\in\left[0,\dfrac1n\right)$ if $\hat\ell-\hat k>0$, and $\dfrac{\hat m}{\pi}\in\left[1-\dfrac1n,1\right)$ if $\hat\ell-\hat k<0$.
In the first case let $N$ be the smallest positive integer such that $\dfrac{N\hat m}{\pi}>1$, and in the second let $N$ be the smallest positive integer such that $N\left(1-\dfrac{\hat m}{\pi}\right)>1$. Then every point of $[0,1)$ is within $1/n$ of one of the multiples $\dfrac{\widehat{jm}}{\pi}$ for $j=1,\dots,N-1$. Thus, every $x\in[0,1)$ is within $1/n$ of some element of $D_0$, and since $n$ was arbitrary, $D_0$ is dense in $[0,1)$.