This is exercise 4.8 in Brezis's Functional Analysis book. Let $\Omega$ be a $\sigma$-finite measure space and $X\subset L^1(\Omega)$ be a closed vector space with the property $$X\subset \bigcup_{1<p\leq\infty }L^p(\Omega).$$ We need to show that there is a $p>1$ such $X\subset L^p(\Omega)$. Here is the solution as given in the book:
Let $X_n=\{f\in X\cap L^{1+1/n}(\Omega):\|f\|_{1+1/n}\leq n\}.$ Then $X=\bigcup_{n=1}^\infty X_n$. Indeed, if $f\in X$ then $f\in L^q(\Omega)$ for some $q>1$ and hence by interpolation $f\in L^{1+1/n}(\Omega)$ for all $n$ such that $1+1/n\leq q$ and moreover,
$$\|f\|_{1+1/n}\leq\|f\|_1^{\alpha_n}\cdot\|f\|^{1-\alpha_n}_q, \;\;\text{ with }\;\;\frac{1}{1+1/n}=\frac{\alpha_n}{1}+\frac{1-\alpha_n}{q}.$$ By Baire category theorem, there is an $X_{n_0}$ with non-empty interior. This means that $X\subset L^{1+1/n_0}(\Omega).$
The last sentence I don't get. First to apply the Baire category, we needed to have shown that $X_n$ is closed in $X$, which is not there. Second, why does $\text{Int}(X_{n_0})\neq\emptyset$ imply that $X\subset L^{1+1/n_0}(\Omega)?$ Is it related to the fact that $X$ is vector space?