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The reason that we are able to choose least elements from subsets of the natural numbers is the fact that the natural numbers are well-ordered: every nonempty subset of the natural numbers has a unique least element under the natural ordering.
One might say, " Even though the usual ordering of the real numbers does not work, it may be possible to find a different ordering of the real numbers which is a well-ordering.
Then our choice function can choose the least element of every set under our unusual ordering.
" The problem then becomes that of constructing a well-ordering, which turns out to require the axiom of choice for its existence ; every set can be well-ordered if and only if the axiom of choice holds.

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