Countable Union to Countable Disjoint Union In many texts, the construction of a countable disjoint union of sets from a sequence of sets, $E_1, E_2,E_3,\ldots$ follows from:
Let $F_1 = E_1, F_2 = E_2\setminus E_1,F_3 = E_3\setminus (E_1\cup E_2),\ldots,F_n=E_n \setminus \bigcup\limits_{k=1}^{n-1} E_k$, etc.
I'm wondering how to show that $\bigcup\limits_{n=1}^{\infty}F_n = \bigcup\limits_{k=1}^\infty E_k$. I can visualize why this is true, but analytically, I find it boggling. 

Clearly, $F_1=E_1$ and $F_n=E_n\setminus E_{n-1}$, for $n>1$, implies that
$$
\bigcup_{n\in\mathbb N} F_n\subset\bigcup_{n\in\mathbb N} E_n. \tag{1}
$$
To show the opposite direction, let $x\in \bigcup_{n\in\mathbb N} E_n$. Then $x\in E_n$,
for some $n\in\mathbb N$. Find all such $n$'s for which $x\in E_n$, and pick the least one $n_0$. This means
$$
x\in E_{n_0}
$$
but $x\ne E_n$, for all $n<n_0$. This implies that $x\not\in E_{n_0-1}$ and hence
$$
x\in E_{n_0}\setminus E_{n_0-1}=F_{n_0}.
$$
Thus $x\in F_{n_0}$, and finally $x\bigcup_{n\in\mathbb N} F_n$, and hence
$$
\bigcup_{n\in\mathbb N} E_n\subset
\bigcup_{n\in\mathbb N} F_n. \tag{2}
$$
Now $(1)$ and $(2)$ imply that 
$$
\bigcup_{n\in\mathbb N} E_n=
\bigcup_{n\in\mathbb N} F_n.
$$
