This preliminary chapter contains notations, definitions, and basic concepts needed for the study of Measure Theory and Functional Analysis. Most of this chapter is for reference and may be read only as needed. Included are concepts such as Convergence, Continuity, and Compactness in Euclidean Spaces. The theory of Euclidean Measure and sets of Measure Zero are covered. An overview is included of Integration sufficient to begin the study of Functional Analysis. The chapter finishes with topics such as Functions of Bounded Variation, Inequalities, along with a discussion of the Axiom of Choice.