I use the book of Marek and Ekkehard, most things are explained quite thoroughly, I just don't understand some things which all should be obvious. First I will clarify $m*(A) = \inf Z_{A} = \inf \left\{\sum_{n}^{}l(I_n): I_n \text{ are intervals}, A\subseteq\bigcup_n I_n \right\}$.
Now the proof of `If $A\subset B$ then $m^*(A) \leq m^*(B)$' is even in the book, although I just don't understand it fully. I understand that if the intervals $J_n$ cover $B$ then certainly covers A: $A\subset B\subset \bigcup_n J_n$. Which results in $Z_B \subset Z_A$ and that is what I don't understand.
So $Z_B = \left\{\sum_{m}^{}l(J_m): J_n \text{ are intervals}, B\subseteq\bigcup_m J_m \right\}$ and $Z_A$ defined as above how. But why is $Z_B\subset Z_A$ even though $A\subset B$? Since $b\in Z_B$ is also $b\in Z_A$ I guess, but that is weird right since $B$ is a bigger set than $A$ and I would think $\bigcup_n I_n \subseteq \bigcup_m J_m$. Where do my thoughts go wrong or rather could anybody tell me why I don't understand this?
Thank you for your help
As you said yourself in the question, if $A \subset B$, every sequence of intervals $I_1,I_2,\ldots$ that cover the set $B$ also covers the set $A$, since $$A \subset B \subset \bigcup_{i=1}^{\infty}I_i$$ This implies that $Z_B \subset Z_A$, which is not that unexpected — as the set gets smaller, more and more sequences (of intervals) begins to cover it (note that the set $Z_A$ consists of lengths of all the sequences that cover $A$). Moreover, $$\inf Z_A \leq \inf Z_B$$ since amongst additional lengths in $Z_A \setminus Z_B$ some could be smaller then $\inf Z_B$.