This is homework problem. I need to give an example of internal sets $A_n \subset \mathbb{R}^*$ for which the union $\bigcup _{n=i}^\infty A_n $ is not internal.
Also, this whole internal set business has a tad eluded me.
Definition from my lecture material:
Let $B_n \subset \mathbb R, \ \forall n \in \mathbb N$. Then we say that $\Psi[B_n]$ is the set of equivalence classes $[u_n] \in \mathbb R^*$, for which $u_n \in B_n$ for $\mathscr U$-almost-all $n$, given the ultrafilter $\mathscr U$. A set of the form $\Psi[B_n] \subset \mathbb R^*$ is called internal. If for all $n,\ B_n = B$, we call $B$ as non-standard extension of $B$ and use symbol $B^*$ for it.
Any help? Can you explain the internal set any more intuitively, cause it is clearly a very important concept?