This was one of the problems on my last exam. The proof I provided was mostly correct, but my professor took off a couple points for a mistake I made. I'll number the lines of the proof for reference.
Proof
1 Let $\mathcal{U}$ be an open cover of $C_n$
2 Then, $\mathcal{U}\cup\{\mathbb{R} \backslash C_n\}$ is an open cover of $C_1,C_2,...,C_{n-1}$
3 Since $C_n$ is compact, there is a finite collection of open intervals $U_1,U_2,...,U_k \in \mathcal{U}$ such that $\underset{i = 1}{\bigcup}^k U_i \supseteq C_n$
4 So $\underset{i = 1}{\bigcup}^k U_i \cup\{\mathbb{R} \backslash C_n\} \supseteq C_i$ for $1 \leq i \leq n$
5 Then $\underset{i = 1}{\bigcup}^k U_i \cup \{\mathbb{R} \backslash C_n\} \supseteq \underset{i = 1}{\bigcup}^n C_i$
6 Thus, $\underset{i = 1}{\bigcup}^n C_i$ is compact
So my professor thought the proof was mostly correct except for Line 2. On Line 2, when I said that
"$\mathcal{U}\cup\{\mathbb{R} \backslash C_n\}$ is an open cover of $C_1,C_2,...,C_{n-1}$," he said, "Not necessarily."
So why isn't $\mathcal{U}\cup\{\mathbb{R} \backslash C_n\}$ an open cover of $C_1,C_2,...,C_{n-1}$ ?
We know that $\{\mathbb{R} \backslash C_n \}$ covers all of $C_1, C_2, ..., C_{n-1}$ if all of the $C_i$ are disjoint.
If the $C_i$'s are not disjoint (meaning at least one $C_i$ has $C_i \cap C_n \neq \emptyset$), then $\mathcal{U} \cup \{\mathbb{R} \backslash C_n\}$ covers all of them. What am I missing here?