Is every element contained in a smallest measurable set?
The answer is no, and here is one example: Let $X=\mathbb{R}$, and define a set $E \subseteq \mathbb{R}$ to be measurable if either
- $0 \notin E$ and $E$ is countable, or
- $0 \in E$ and the complement $E^c$ is countable.
Then it is easy to see that there is no smallest measurable set containing $x=0$.