I'm having a hard time understanding some concepts related to infinite unions and intersections.

I don't know how to type the characters, but I have a homework problem that says there is a collection of subsets of X called A sub i,
I am supposed to show that the infinite union (where i is an element of I) of the A sub i is equal to X when I=empty set

What does the "I" stand for? how can "I" be the empty set? how can "i" be and element of the empty set, when the empty set has no elements?

Can someone please clarify this for me, and possibly lead me on the right path?