We can order the rational numbers between 0 and 1 as follows:
1/1, 1/2, 1/3, 2/3, 1/4...
Now we can prove that the rationals have measure 0 as follows: For each e, construct an interval of length e/4 around the first point, e/8 around the second and so on halving each time. As this is a geometric sequence, the sum is $<e$. Since we can do this for arbitrarily small e, the set has measure 0. However the set is also dense.
Can we explicitly name a number that won't be included in these covering sets once e is less than a particular value? If not, can we produce another dense, measure 0 set which can be shown not to include a particular number.