This is Exercise I.6(a) of Mac Lane and Moerdijk's, "Sheaves in Geometry and Logic [. . .]". According to this search, it is new to MSE.
The Question:
Let $G$ be a topological group and $\mathbf{B}G$ the category of continuous $G$-sets${}^\dagger$. Let $G^\delta$ be the same group $G$ with the discrete topology. So $\mathbf{B}G^\delta=\mathbf{Sets}^{{G^\delta}^{{\rm op}}}$ is a category as considered in the previous exercise. Let $i_G: \mathbf{B}G\to \mathbf{B}G^\delta$ be the inclusion functor.
(a) Prove that a $G$-set $(X,\mu:X\times G\to X)$ is in the image of $i_G$, i.e., that $\mu$ is continuous${}^\dagger$, iff for each $x\in X$ its isotropy subgroup $$I_x=\{ g\in G\mid x\cdot g=x\}$$ is an open subgroup of $G$.
(I'm not sure what an open subgroup is, unless it's just a subgroup $H\le G$ such that $H$, when considered as $H\subseteq G$, is open in the topology of $G$; I couldn't find a definition)
Thoughts:
Let $G$ be a topological group with topology $\tau$, and $(X,\mu: X\times G\to X)$ a $G$-set.
$(\Leftarrow)$
Suppose, for all $x\in X$, that $I_x$ is an open subgroup of $G$. Then, since $\mu$ is a right $G$-action, we have, for each $g'\in G$, that $(x\cdot g)\cdot_\mu g'=x\cdot_\mu g'=m$ for some $m\in X$ dependent on $x$ and $g'$.
I don't know how to proceed from here.
$(\Rightarrow)$
Assume $\mu$ is continuous. Then, for any open $U\subseteq G$ with respect to the discrete topology, we have $\mu^{-1}(U)$ in the topology $\tau$. But every subset of $G$ is open in the discrete topology; in particular, for each $x\in X$, $\mu^{-1}(I_x)$ is in $\tau$.
(See $\dagger$ below.)
I'm not sure what to do from here on out.
Please help :)
$\dagger$: What is the topology on $X$? Perhaps this will make explicit what is meant by "$\mu$ is continuous".