Is it true that in a partial order the intersection of two upper cones is either disjoint or again an upper cone? Suppose $(P, \leq)$ is a partially ordered set. 
For $x \in P$, define $U_x := \{ y \in P \ | \ y \geq x\}$.
Is it true that for any $x,y \in P$, either $U_x \cap U_y = \emptyset$ or $U_x \cap U_y = U_z$ for some $z \in P$ ?

What does it meant that $U_x\cap U_y$ is empty? It means that no element is larger than both of them. 
What does it meant that $U_x\cap U_y=U_z$? It means that any element which is larger than both is also larger than $z$ (or $z$ itself).
So in order to find a counterexample, we need to engineer a partial order in which there are two elements which are themselves not comparable, but have a common upper bound, yet they do not have a least upper bound. What would that mean?1 It means that if $z\geq x,y$ then there is some $z'$ such that $x,y\leq z'<z$. So there is at least a decreasing sequence of upper bounds. 
So we can start with something that looks like a decreasing sequence, and put two (or more) elements below that sequence. I'll leave it for you to come up with such an example.



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*It could also mean that there are two incomparable "minimal upper bounds" to $x$ and $y$. So it would look like
 *   *
 | X |
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