In my study, I encountered the following interesting exercises of a decidedly "constructive" flavor:
(1) Construct a bounded measurable function $f: \mathbb{R} \rightarrow \mathbb{R}$ that is not Riemann integrable on any interval $(a,b) \subseteq \mathbb{R}.$
(2) Construct a non-measurable (resp., measurable) set in $\mathbb{R}^2$ which has a measurable (resp., non-measurable) projection onto any line.
I have limited experience with doing constructions, but I still find I have difficulties in seeing how to start work on/ flesh out constructions (sensitive to the particulars of the problem), and was wondering if anyone visiting has a more finely-tuned sense for how the arguments related to the constructions would proceed. Any constructive input (no pun intended), would be greatly appreciated.