Also, on the same page as the link below, Axler provides a freely available review of all the the undergraduate real analysis you need to read his book.

That too, is a very well written source. So download that to have at your side as you read his measure theory book.

Axler's new book is perhaps the clearest and easiest to learn from measure theory book written to day, in my opinion. And, the electronic version is free. So take a look:

https://measure.axler.net/

It's been a month and I can't understand anything. What's the real difference between fields and sigma-fields? Why do we even want do define everything on them? What's the relationship between Borel sets and real numbers? What the hell did Radon and his pal really prove?

I just don't get anything. For Christ's sake, I was a business studies major.