Let $U(S)$ be the collection of ultrafilters on a non empty set $S$. And let $O(A) = \{U\in U(S)| A\in U\}$ for $A\subseteq S$.
I am told to show that for $\tau = \{O(A)\subseteq U(S)| A\subseteq U\}$, we have that $(U(S),\tau)$ is a topological space.
The thing is, I am having trouble in seeing why the infinite union of $O(A)^{'s}$ is in $\tau$.
The topology refers to subsets of $U(S)$, not ultrafilters (but rather sets of ultrafilters). Of course you can take the union of a family of subsets of $U(S)$ (or any set).