A non-empty topological space $X$ is said to be irreducible if every non-empty open subset is dense.
Now there is a nice criterion for an affine scheme $X=Spec(A)$ to be irreducible (in the Zariski topology, of course):
$$X \;\text {is irreducible} \iff A_{red} =A/Nil(A) \;\text {is a domain} $$
So certainly if $k$ is a field, affine space $\mathbb A^n_k=\text {Spec}(k[T_1,...,T_n])$ is irreducible: every non-empty open subset $U \subset \mathbb A^n_k$ is dense.
Edit: An elementary point of view
Since $\mathbb A^n(k)=k^n$ has a basis of its topology given by the $D(f)=\lbrace P\in k^n\mid f(P)\neq 0\rbrace \subset k^n \; (f\in k[T_1,...,t_n])$, it is enough for proving irreducibility of $\mathbb A^n(k) $ to see that $D(f)\cap D(g)\neq \emptyset$ as soon as $D(f), D(g)\neq \emptyset$.
Equivalently to see that $V(f)\cup V(g)=V(fg)\neq \mathbb A^n(k)$ (where $V(f)=\mathbb A^n(k)\setminus D(f)$ etc.).
But this is indeed true as soon as the field $k$ is infinite: no non-zero polynomial can vanish at all points of $k^n$.
Note carefully however that if $k$ is finite, $k^n$ is discrete and thus $\mathbb A^n(k)$ is not irreducible.
[I have sneakily turned from $\mathbb A^n_k$ to $ \mathbb A^n(k) $ in the elementary treatment. In the scheme-theoretic point of view $ \mathbb A^n_k $ is irreducible even for finite $k$, as seen above the Edit]