During construction of universal bundles one considers (for example) the infinite real projective space $\mathbb{R}\mathbb{P}^\infty$, coming from the sphere $\mathbb{S}^\infty$.
My question is, are there exotic $\mathbb{S}^\infty$'s ?
Edit: Maybe this helps to put things in context: In Husemuller's "Fibre Bundles", you can read in Example 11.3. $G=\mathbb{Z}/2\mathbb{Z}$. The space $E_G(n)$ is just the n-sphere $\mathbb{S}^n$ upto homeomorphism ... The space $E_G$ is $\mathbb{S}^\infty$ and $B_G$ is $\mathbb{R}\mathbb{P}^\infty$. This is a classic example of the Milnor construction of the bundle $(E_G, B_G,\pi)$.
The example below is from the world of functional analysis (a field which I am not exactly familiar with), but the example is nontheless fascinating. In Husemuller (or Milnor) the construction does not requires to take place in a Banach space and is based on the infinite join $G * \ldots *G$ (but maybe you can embed this in a Banach space).