I am trying to construct a nested collection $\{S_k:\,k\in \omega\}$ of sets of ordinals such that the order type of $\bigcup_k S_k$ is not the supremum of the order types of $S_k$, and to also give a condition on the $S_k$ such that no such construction is possible (as worded in the problem).
Inspired by $1+2+\cdots+\omega=\omega\cdot 2$ I figured enumerating $\{\alpha:\;\alpha<\omega+1\}=\{S_0,S_1\dots\}$ and taking $\bigcup S_i$ would give me $\omega\cdot 2$, where as the sup of the order types is just $\omega$ (or $\omega+1$, not sure). Is that correct?
My initial plan was actually $S_k=\{0,\dots,k,\omega\}$ (since the question just stipulates "sets of ordinals"), but then I realised we might just have $\bigcup S_k=\omega$ and in fact order type of $S_k\neq\omega$ but possibly just $k+1$. Confused about the whole idea basically, a comment on that would be helpful too.
Last, as for the condition, at first I thought if the $S_k$ are eventually a chain of successors then this union will be the $\sup$ of the order types but again I'm not sure whether this is the condition we are after or whether it is even true.
I would really appreciate a little help with understanding the concepts at play here...
Your initial plan works out just fine. Each $S_k$ has order type $k+1$, so the supremum of the order types is $\omega$. But the union is $\omega+1$ which is strictly larger.
The reason that the union is $\omega+1$ is that $\omega$ is a member of the union, and the union is in fact an ordinal, so it cannot be $\omega$ itself. You can also play with this to obtain any ordinal below $\omega\cdot2$; but also $\omega\cdot\omega$ by taking $S_k=\{0,\ldots,k,\omega,\ldots,\omega+k\}$.
Essentially, whenever $\alpha$ is a countable ordinal, you can enumerate it, and define a sequence of finite sets which increase towards $\alpha$; then if $\alpha>\omega$ you get something like that. Note that as $S_k$ is not necessarily finite, you can use this to conclude something on the cofinality of the ordinals at play here.