I know there are several answers to this questions on M.S., but I found them difficult to understand. I also found some answers to this question from some professors' solutions but they are also difficult to understand. I used induction to prove it on my homework, but it's obviously wrong since induction just proves finite union. Could anyone prove it without defining a function?
A solution I found is posted below. Does proving $B_n$ is connected by induction on $n$ really prove the infinite union? I still think it just proves finite union.

The OP might find a direct proof easier to understand.
The OP has a chain
$\tag 1 B_1 \subset B_2 \subset B_3 \dots \subset B_{n} \subset \dots$
of nonempty connected sets the union of which is the same as the union of the $A_n$.
Let $U$ and $V$ be any two disjoint open sets of $B = \bigcup_{\,n \ge 1} B_n$ such that $B = U \cup V$. All the $B_n$ are nonempty connected subspaces, so they are all contained in either $U$ or $V$. Since $B_1$ is contained in every subsequent $B_n$ in the chain, if $B_1$ is contained in, say $U$, then $B_n \subset U$ for all $n \in \mathbb N$. But then $U$ must be equal to $B$ and $V$ is empty. Similarly, if $B_1 \subset V$, then $U = \emptyset$.
We have demonstrated that $B$ is connected.