let $S$ be the union of disjoint sets $A_1, \dots , A_k$. Let $R$ be the relation consisting of pairs $(x,y) \in S \times S$ such that $x,y$ belong to the same member of $\{A_1, \dots, A_k\}$. Prove that $R$ is an equivalence relation on $S$.
To answer the question I did the following, I am not sure if it is correct.
Reflexive
For any $x \in A_i$, $(x,x) \in R$ and this also hold for any $y \in A_i$, so therefore reflexivity holds
symmetry
For any $x,y \in A_i$ where $x = y$, then $(x,y)=(y,x) \ in R$ therefore symmetry holds
Transitivity
given $(x,y),(y,z) \in R$ then $x=y$ and $y=z$ so therefore $x=z$ and Transitivity holds
I don't know if the above counts as a valid proof but that is what i was able to come up with.
I think you're confusing some things. The relation is "belonging to the same $A_i$", not "being equal".
Reflexive You have to show that $(x,x)\in R$ for all $x\in \bigcup A_i$. This is obvious since $x$ belongs to the same $A_i$ as $x$.
Symmetric You have to show that, if $(x,y)\in R$, then $(y,x)\in R$. This is also obvious, because if $x$ belongs to the same $A_i$ as $y$, then $y$ belongs to the same $A_i$ as $x$.
Transitive You have to show that, *if $(x,y)\in R$ and $(y,z)\in R$, then $(x,z)\in R$. Again, this is very simple, since $x$ belongs to the same $A_i$ as $y$ and $y$ belong to the same $A_j$ as $z$, which is $A_i$, $x$ belongs to the same $A_i$ as $z$.
I am implicitly using that the union is disjoint several times, and in particular, transitivity absolutely requires it in my sketch above.