TITLE: Seeking a layman's guide to Measure Theory
QUESTION [54 upvotes]: I would like to teach myself measure theory. Unfortunately most of the books that I've come across are very difficult and are quick to get into Lemmas and proofs. Can someone please recommend a layman's guide to measure theory? Something that reads a bit like this blog post, starts out very gently and places much emphasis on the intuition behind the subject and the many lemmas.

REPLY [2 votes]: Thinking back very far, to when I was a student learning measure theory, I really liked "Introduction to measure and probability" by Kingman and Taylor.  The measure theory part was also published as a separate book, "Introduction to measure and integration" by (only) Taylor.