I know that $\mathbb M_n(\mathbb R) $ is homeomorphic to $\mathbb R^{n^2}$ and also I know that all the norms on $\mathbb R^{n^2}$ are equivalent. I am using this norm $$\|A\| = \max\{|a_{ij}| : 1 \leq i , j \leq n \}. $$
Any matrix $B \in \mathbb M_n(\mathbb R)$ any open ball $S_r (B)$ centered at $B$ whose radius is $r > 0$. Let $b_{ij} = \|B\|$, then define the matrix A such that $a_{11} = b_{ij}$ and $a_{nn} = -b_{ij}$ and other element are zero. Thus $A \in S_r(B)$
Thus $S$ is dense in $\mathbb M_n(\mathbb R)$
But answer is $S$ is nowhere dense.