How to make "Real number symbol" (ℝ) in Mathematica
You can do it with escdsResc
You could also replace R with any letters from a-z, both uppercase and lowercase, to get the double-struck version of the letter.
Another way is writing \[DoubleStruckCapitalR] or whatever character you want to be double-struck.
Reference: http://reference.wolfram.com/mathematica/guide/NotationalAlphabetCharacters.html#647579870