What do we mean by $\bigcup_{i\in I}^{} T_i$ where $T_i$ are sets?
Actually my question is more about what do we mean by index set $I$? Is it like sequence? To see more clear it wouldn't hurt to take $I$ as $\mathbb N$ so $\bigcup_{i\in \mathbb N}^{} T_i$ would be $ T_1 \cup T_2 \cup T_3 \dots$
However I couldn't imagine other cases different from $\mathbb N$. Could you help me to figure out this?
You can't always take $I$ as $\mathbb{N}$, since $I$ could be uncountable, for example $I = \mathbb{R}$. If $I$ is countably infinite, you could take $I = \mathbb{N}$, but it might not be the most natural choice in the context. That's why there is a general $I$.