In my opinion, our idea of topological space comes not from open sets,
but from neighbourhoods.
Actually, I think that the hole thing comes from the idea of convergence.
A neighbourhood of a point $a$, is a set that is "big enough" to
be considered a neighbourhood. I know, this is a cyclic definition.
The family of all neighbourhoods of a point $a$ describes what are
the sequences (nets, if you prefer) that converge to $a$.
A sequence $x_n$ converge to $a$ if given a neighbourhood $V$,
there is an $N = N_V$ such that $x_n \in V$ for all $n \geq N$.
If $x_n \rightarrow a$, and $V$ and $W$ are neighbourhoods of $a$,
then you might as well consider $V \cap W$ as being a neighbourhood of $a$,
where $N_{V \cap W} = \max(N_V, N_W)$.
I said that a neighbourhood is a "big enough" set.
When you talk about convergence, you say:
Given a "big enough" set,
no matter how small it is,
there is an $N$...
The "no matter how small it is" is usually omitted,
since it has no mathematical use.
When you want a "no matter how small", you use $\varepsilon$ and $\delta$.
Whereas when you want a "no matter how big", you use $M$ or $N$. ;-)
Suppose that you want to define convergence (of nets, to be correct)
in terms of neighbourhoods.
You choose a family of sets $\mathcal{S}$ that will define convergence
just as in the previous paragraph.
Now, what is the largest family $\mathcal{V}$,
that includes $\mathcal{S}$,
and such that the convergence defined by this new family is exactly the same.
What sets should you include into $\mathcal{V}$?
The answer is:
First, build the family $\mathcal{B}$ of all finite intersections of
sets in $\mathcal{S}$. This new family is a neighbourhood base for $a$.
The reasoning for allowing finite intersections is that reasoning of the
second paragraph of this post.
Now, if you are considering a set $V$ as a neighbourhood of $a$,
you might as well consider any $W \supset V$, since you can use for
$W$ the same $N$ you would use for $V$.
This is the "no matter how small"... it means that sets that are
too big will not make much of a difference.
As you have already pointed out, infinite intersections will not work.
This is just a way of saying that $\sup N_V$ might be $\infty$,
so you might not be able to get an $N$ for infinite intersections
of neighbourhoods.
Open sets are just sets that are neighbourhood of all its points.
Notice that what is described above is exactly how one usually construct
the topology for metric spaces.
First, you define a family $\mathcal{S}$ (actually, $\mathcal{B}$)
that is the set of all balls centered at $a$.
Then you define open sets as being those that are neighbourhood of all
its points!!!
People give to much attention to open sets... in general topology,
one usually gets introduced to open sets as if they were something
really natural.
But actually, neighbourhoods seems much more natural for those
coming from metric spaces...
Now, you have a good motivation for defining filters and nets, as well... :-)
An for nets, you have now a motivation for the fact that given
two indexes $\alpha$ and $\beta$, you need to have a $\gamma$
such that $\gamma \geq \alpha$ and $\gamma \geq \beta$.
This is the finite intersection property for neighbourhoods!!!