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I'm new to Tex and tried to enter an equation using \mathbb. I received a prompt

LaTeX Error: \mathbb allowed only in math mode.
See the LaTeX manual or LaTeX Companion for explanation.

I thought I would try here for an explanation

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Phil's answer below is correct, but a further tip: the macro \mathbb typesets capital letters as "black-board bold" symbols, such as the symbol ℝ which usually denotes the set of real numbers (and which is produced by \mathbb{R} in math mode). – Niel de Beaudrap Apr 14 '11 at 6:48
up vote 6 down vote accepted

You enter math mode by typing a dollar sign $, and you leave math mode by typing another dollar sign $. You should take a look at Chapter 3 of The Not So Short Introduction to LaTeX

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I guess that an even better way to enter math mode is to use \( and \), as discussed in this answer.

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