Infinite class of closed sets whose union is not closed
I think probably the most instructive example is considering $\displaystyle A_n=\left[\frac{1}{n},\infty\right)$.
Every subset $S\subset X$ of a Hausdorff space is the union of its singleton subsets, which are closed : $$S=\bigcup_{s\in S} \lbrace s\rbrace $$
Can you express $(0,1)$ as an increasing union of closed sets? Maybe find a pair of sequences $a_n$ and $b_n$ with $a_n$ decreasing to $0$ and $b_n$ increasing to $1$? Then you can try taking $[a_n,b_n]$ and see if that works.