>>12814200There are better exercises, and better explanations of the exercises rudin gives, if you get bergman's supplementary exercises.
I did the majority of the exercises in the first five chapters of rudin as a review recently (fuck the stieljtes integral, useless intermediary between reimannian and lebesgue). I don't think any of them hit the sweet spot for first timers going it alone.
Tao and Pugh are both much better for learners. If you need the absolute slickest proof of some fact, then you can go to rudin to find it.