[guided]The strategy is to build a sequence of nested closed balls, each contained in the corresponding dense open set $G_n$, with radii shrinking to zero. The nesting will force the centres to be Cauchy, and completeness will provide a limit point in the intersection.
We start the construction. The set $U$ is nonempty and open, and $G_1$ is dense, meaning $G_1$ intersects every nonempty open set. Therefore $U \cap G_1 \neq \varnothing$, and since both $U$ and $G_1$ are open, $U \cap G_1$ is open. Pick any $x_1 \in U \cap G_1$. Since $U \cap G_1$ is open, there exists some radius $\varepsilon > 0$ with $B(x_1, \varepsilon) \subset U \cap G_1$. We choose $r_1 := \min(\varepsilon / 2, 1)$, which ensures $\overline{B}(x_1, r_1) \subset B(x_1, \varepsilon) \subset U \cap G_1$ and $r_1 < 1$.
Why do we work with closed balls $\overline{B}(x_n, r_n)$ contained inside open balls $B(x_{n-1}, r_{n-1})$? Because we need the nesting to be strict — $\overline{B}(x_{n+1}, r_{n+1}) \subset B(x_n, r_n)$ — so that the sequence of closed balls is decreasing. If we only had $\overline{B}(x_{n+1}, r_{n+1}) \subset \overline{B}(x_n, r_n)$, we could not guarantee the radii shrink or that the centres converge.
At stage $n + 1$: we have the open ball $B(x_n, r_n)$, which is nonempty (it contains $x_n$) and open. Since $G_{n+1}$ is dense, $B(x_n, r_n) \cap G_{n+1} \neq \varnothing$. This intersection is open (both sets are open), so we can choose $x_{n+1}$ in it and find $r_{n+1} < \frac{1}{n+1}$ with $\overline{B}(x_{n+1}, r_{n+1}) \subset B(x_n, r_n) \cap G_{n+1}$.
The bound $r_n < \frac{1}{n}$ ensures $r_n \to 0$, which will be used in the next step to prove the sequence is Cauchy.[/guided]