Let $M_1\supset M_2\supset \cdots$ sets such that each $M_k$ is a non enumerable set, all of then open and dense in $S^1$ and such that $Leb(M_k)\to 0$ when $k\to \infty$, where $Leb$ denote the lebesgue measure in $S¹$. Is the intersection non enumerable in $S^1$?
An Example:
Let $x_0\in S^1$, and $\epsilon>0$. Consider a irrational rotation $R_{\alpha}$. So call $M_1$ the set $$ M_1=\bigcup_{n=1}^{\infty}\widehat{(-\epsilon,\epsilon)_n} $$ where $\widehat{(-\epsilon,\epsilon)_n}$ means the interval of length $\dfrac{\epsilon}{10^n}$ centered in $R^n_{\alpha}x_0.$ Consider the sequênce $\epsilon_k=\dfrac{1}{2^{k}}$, and put $$ M_k=\bigcup_{n=1}^{\infty}\widehat{(-\epsilon_k,\epsilon_k)_n}. $$ So each $M_k$ is non enumerable, open and dense in $S¹$. Also $M_1\supset M_2\supset \cdots$.
Not necessarily. For example, suppose $M_n$ is the union of an interval of length $1/n$ and a dense countable set.
For a more interesting question, you might want to assume $M_n$ has uncountable intersection with every nonempty open interval.
EDIT: If you assume each $M_n$ is open, then the Baire Category Theorem says the intersection is a dense $G_\delta$ in $S^1$. A dense $G_\delta$ set $G$ in $S^1$ (or any complete metric space without isolated points) is uncountable, because if it was countable you could intersect it with another sequence of dense open sets (namely $S^1 \backslash \{x\}$ for $x \in G$) and get the empty set.