harshreality

The classic probability book is Feller (2 vol), but it's absurdly priced.

Pugh's Real Mathematical Analysis is great, and better motivated than baby Rudin.

Counterexamples in {Analysis, Probability, Topology}

Counterexamples in {Analysis, Probability, Topology}

Counterexamples in {Analysis, Probability, Topology}

_Empress of Forever_, while not poetic, I thought had interesting ideas that were more fleshed out.

Try Singh's _Linear Algebra: Step by Step_, along with youtube.