At school, and when studying classical physics, one assumes that particles have no size. This is done because it massively simplifies equations, and it is a good approximation if the size of the particle is believed to be significantly small than the other important length scales involved.
Actually, there are unwanted consequences when one assumes that a particle has no radius. For example, the electric field of an electron increases as $1/r^2$ as one gets closer to it. Since the electric field energy is proportional to the square of the electric field magnitude, the energy of the field of an electron in vacuum would be infinite!
In fact, in modern physics, one does not talk about the size of a given particle. Rather, this concept has been replaced by that of the probability of finding the particle at a certain place when looking for it. This uncertainty in the position of the particle can be used as a measure of its "size".
But this "size" does not behave as our normal intuition of size. For example it is variable, and generally depends on the momentum of the particle in question: the higher the momentum, the smaller the size can be. This is connected to the Heisenberg Uncertainty Principle. This is confirmed experimentally. Slow neutrons in a nuclear reactor are far more likely to collide than fast moving ones. If you want to make sure an electron passes trough a slit, you better fire it with high momentum.
In the same way, one can, by using higher and higher energies, determine the position of an electron to higher and higher precision, thus reducing its "size". But to reduce it to 0 would involve, you guessed it, infinite energy.