Let $X$ be a compact space, and let $\{C_i\}_{i \in \mathbb{N}}$ be a collection of nonempty closed sets in $X$ satisfying $C_{i+1} \subset C_i $ for each $i \in \mathbb{N}$. Prove tthat $\bigcap_{i=0}^\infty C_i \neq \emptyset$.
I have tried to configure a proof of my own, however not been able to finish my question, so I maybe making a wrong assumption.
First I proved if $\bigcap_{i=0}^\infty C_i= \emptyset $ iff for any $\alpha \in C_i$ there exists $N$ such that for $ \alpha \notin C_n$ for all $n >N$. Secondly, if $\{X -C_i\}_{i \in \mathbb{N}}$ is an open covering, however not sure what to do from here.
You have taken the right path. By compactness $X$ is covered by a finite union of the set $X \setminus C_i$. This means $\cap_{i=1}^{n}C_i=\emptyset$. But $\cap_{i=1}^{n}C_i=C_n$ so $C_n$ is empty. This is a contradiction.