Assertion: Every sequence in a metric space $X$ has a subsequence that converges to a point of $X$
Lemma: Any metric space satisfying 'Assertion' has a countable dense subset.
Proof: Suppose that $X$ is a metric space satisfying 'Assertion' and let $\epsilon>0$ be given. We assert that there exists a finite set $A_\epsilon \subset X$ satisfying
$$ \rho(a,b)\geq \epsilon, \quad {\rm for}\quad a\neq b\quad {\rm in}\quad A_\epsilon,\\ B_\epsilon (x) \cap A_\epsilon \neq \emptyset \quad {\rm for \quad each}\quad x\in X $$
(proof continues)
I've seen that this statement has to be fulfilled using Zorn's lemma in here and here. However, I'm puzzled because my book does not uses this lemma at all and just throws this statement about $A_\epsilon$. Is there a way one can understand and justify the existence of $A_\epsilon$ without resorting to a technicality like Zorn's lemma?