I am not a lecturer nor am I a masters student. I am somewhere in between.
I'm just surprised that they're making you do this stuff given you were new to the idea of proving that other result about |f| by contradiction. Please don't take offence, I am genuinely bemused by that sylllabus.
As it is my knowledge of measure theory is very ropey so I won't begin to explain the intricate aspects of it. Something is a legesbue integral if it use lebesgue integration, you don't indicate in that example what kind of integral you are doing, but it is lebesgue integrable (since it is riemann integrable).
often something like du(x) is used to indicate one needs to use lebesgue techniques.
One way of doing the lebesgue integral is, I believe, to use step functions to approximate the function in some way.
Say we have f defined on the unit interval to be 1 at irrationals and 0 at rationals. Then that is not Riemann integrable. But it is lebesgue integrable because it is equal to the constant function f(x)=1 except on a set of measure zero, hence its integral is the same as the integral of the constant function, ie 1. (Someone set me straight if I'm mucking it up).