On page 74 of Set Theory (Third Millennium Edition) in Lemma 7.2 the term '$\subset$-chain' is used.
(ii) If $\mathcal C$ is a $\subset$-chain of filters on $S$, then $\bigcup\mathcal C$ is a filter on $S$.
I couldn't find any definition of it. What does it mean exactly?
A chain in a partially ordered set is a totally ordered subset. For any set $X$, the $\subseteq$ relation forms a partial order on that set, so a $\subseteq$-chain in $X$ is a subset $Y\subseteq X$ such that $\subseteq$ is a total order on $Y.$ In other words, for any $x,y \in Y,$ either $x\subseteq y$ or $y\subseteq x.$