I assume this is the Lebesgue measure on R^n. Note that a set S has measure zero if and only if for every ε>0 there is a countable set of open boxes A₁, A₂, A₃... such that S⊆[i=1, ∞]⋃A_i and [i=1, ∞]∑vol(A_i) < ε. So now suppose S₁, S₂, S₃... is a countable sequence of sets with measure zero. Let ε>0. For each S_i, find a countable sequence of open boxes A_(i1), A_(i2), A_(i3)... such that S_i ⊆ [j=1, ∞]⋃A_(ij) and [j=1, ∞]∑vol (A_(ij)) < ε/2^i. Then the collection of all the A_(ij) is a countable sequence of open boxes, and [i=1, ∞]⋃S_i ⊆ [i=1, ∞; j=1, ∞]⋃A_(ij), yet [i=1, ∞; j=1, ∞]∑vol (A_(ij)) = [i=1, ∞]∑[j=1, ∞]∑vol (A_(ij)) < [i=1, ∞]∑ε/2^i = ε. So the set of all the A_(ij) is a countable set of open boxes with total volume less than ε that covers [i=1, ∞]⋃S_i, and since we can find such a set for any ε>0, it follows that μ([i=1, ∞]⋃S_i) = 0.
The second part of this problem is easy: consider {{x}: x∈R}. Each set in this set has only one point, and thus measure zero, but the union of all of them is R, which of course has infinite measure.