Now cross-posted to Mathoverflow.
A topological space is a called anticompact if all its compact subsets are finite.
Question 1: Is there a (non-trivial) connected $T_1$ anticompact space?
Obviously the singleton and the empty space satisfy these properties. So let's assume such a space $X$ has at least two points. Here are some observations:
(1) $X$ must be infinite. Because finite $T_1$ spaces are discrete, such a space would not be connected.
(2) $X$ cannot be compact.
(3) $X$ must be totally path disconnected, because anticompact $T_1$ spaces are totally path disconnected. (The image of a continuous map $[0,1]\to X$ is compact, connected and $T_1$, hence finite and $T_1$, so it would be discrete, and connected. Thus it must a single point.)
(4) $X$ cannot be sequential, as a consequence of this. In particular, $X$ cannot be first countable.
Answer (from Ulli): Yes. Any uncountable set with the cocountable topology is connected and anticompact. It is also $T_1$, but not $T_2$.
So updating the question:
Question 2: Is there a (non-trivial) connected Hausdorff anticompact space?
I think the following would be an example. Take $X=[0,1]$. Let $\tau_1$ be the usual Euclidean topology on $X$ and take on $X$ the topology $\tau$ generated by $\tau_1$ and the cocountable topology. By using the Lindelof property for $\mathbb{R}$ it's not too difficult to show that the topology is described by $$\tau=\{U\setminus A: U\in\tau_1 \text{ and } A\subseteq X \text { is countable}\}.$$
Every countable subset of $X$ is closed, and is discrete since all its subsets are also countable, hence closed. So if $A$ is an infinite subset of $X$, it cannot be compact; otherwise a countably infinite subset of it would also be compact (as closed in a compact set) and discrete, which is impossible. This shows that $X$ is anticompact.
$X$ is Hausdorff.
To show that $X$ is connected, suppose $X=Y\cup Z$ with $Y$ and $Z$ nonempty disjoint open sets. Take a point $x\in Y$. There is a Euclidean nbhd $U$ of $x$ such that $Y$ contains all the points of $U$ except countably many of them (where countable = finite or countably infinite). Any point $z\in U\setminus Y$ would have to be contained in $Z$. And since $Z$ is open in $X$, $U\cap Z$ would be a countable nbhd of $z$, which is impossible. This shows that both $Y$ and $Z$ are open in the Euclidean topology. Again that is impossible since $[0,1]$ is connected in its usual topology.
I would appreciate if you could confirm that the example above is correct.
This leads me to the revised question:
Question 3: Is there a countably infinite connected $T_1$ (or $T_2$) anticompact space?
I can't find an example. The Arens-Fort space or the Appert space are anticompact (and not first countable) but not connected. Countably infinite connected examples that I know of, like the irrational slope topology or the Golomb space, are first countable, hence not anticompact.