Main motivation: Lebesgue integral.
The Bright Side Of Mathematics 2019 playlist: www.youtube.com/watch?v=xZ69KEg7ccU&list=PLBh2i93oe2qvMVqAzsX1Kuv6-4fjazZ8j
The key idea, is that we can't define a measure for the power set of R. Rather, we must select a large measurable subset, and the Borel sigma algebra is a good choice that matches intuitions.
