Joppy said:
Loosely speaking, we say that periodic orbits are 'dense' if given any $\epsilon$-neighborhood, there exists at least one periodic point in that neighborhood for any $\epsilon > 0$.
For concreteness, is your setting a discrete dynamical system represented by an iterated map $f$ on $\mathbb{R}^n$ or, more generally, on some complete metric space? It does not matter that much, though: For a flow, the ideas are similar.
Yes, periodic orbits of $f$ are dense if given any point $\mathbf{x} \in \mathbb{R}^n$ and any $\epsilon > 0$, there exists a periodic point $\mathbf{y} \in \mathbb{R}^n$ of $f$ (of course $\mathbf{y}$ lies on some periodic orbit) such that $\|\mathbf{x} - \mathbf{y}\| < \epsilon$. In other words, the set consisting of the union of all periodic orbits of $f$ is dense in $\mathbb{R}^n$ in the
ordinary sense.
Joppy said:
Is there any requirement for these periodic points to be unique?
No, quite the opposite. Let $\mathbf{x}$ and $\epsilon > 0$ be given. Assume that $\mathbf{x}$ itself is not periodic. (This is always possible, unless the whole phase space consists of periodic points.) Suppose it happens that $\mathbf{y}$ is the
unique periodic point in the $\epsilon$-ball centered at $\mathbf{x}$. Then the ball centered at $\mathbf{x}$ with radius $\frac{1}{2}\|\mathbf{x} - \mathbf{y}\| > 0$ does not contain any periodic points, which contradicts density.
Joppy said:
For example, what if every neighborhood contains a periodic point (that we know about) which is part of the same periodic orbit. Do we still say that orbits are dense? Or are they dense in a trivial sense.
Sure we still say that periodic orbits are dense. In fact, the property you mention now is stronger than what you mentioned at the beginning: Now,
one periodic orbit has to do the job of being dense in the phase space, whereas before it was only required that all periodic orbits together form a dense union.
Addition: Note that for the case of $\mathbb{R}^n$, a
single periodic orbit cannot be dense. (In the general metric case, it is different.)