You need to find a countable family of non-empty sets that you can choose from.
For the first statement, the answer would require you to find a countable family of subsets which are non-empty. For example $A_n=\{A\subseteq X\mid A\text{ has exactly }n\text{ elements}\}$ is non-empty for $n\in\omega$, because $X$ is assumed to be infinite.
Next we use $\sf AC_\omega$ to claim that there exists $f$ whose domain is $\omega$ such that $f(n)\in A_n$ for every $n>0$. Now we want to claim that the union, $\bigcup\{f(n)\mid n\in\omega\}$ is countably infinite, but this requires us to step through another argument, why is the countable union of finite sets countable. I will let you figure this one out, but let me give you the general hint:
Suppose that $A_n$, for $n\in\omega$ is a family of countable sets, let $F_n$ be the functions of all injections from $A_n$ into $\omega$. Choose $f_n$ from $A_n$, and map the union $\bigcup A_n$ into $\omega\times\omega$, by mapping $A_n$ into $\{n\}\times\omega$, using $f_n$ (note that we didn't assume the $A_n$'s are disjoint, and we don't need to, but this requires another small argument).
The second question, requires a choice principle which is strictly stronger than $\sf AC_\omega$. Namely, the choice of $x_{n+1}$ depends on the choice of $\{x_0,\ldots,x_n\}$. This principle is called Dependent Choice, or $\sf DC$ (or $\sf DC_\omega$ sometimes), and it is formulated in many different ways. One of them is the following:
Suppose that $X$ is a non-empty set and $R$ is a binary relation on $X$ such that $\operatorname{dom}(R)=X$. Then there exists a function $f\colon\omega\to X$ such that $f(n)\mathrel{R}f(n+1)$ for all $n$.
The principle $\sf DC$ is well investigated, it is strictly stronger than $\sf AC_\omega$, and is implied by $\sf AC$ itself, of course. This is essentially a principle allowing us to extend inductive definitions to the existence of a sequence satisfying the conditions we want. So often in contexts where the full axiom of choice is present, because it is so easy to use, we use $\sf DC$ to prove results which only require $\sf AC_\omega$.
Some reading material on these choice principles and finite-ness:
Online discussions:
- Infinite Set is Disjoint Union of Two Infinite Sets
- Equivalent of the countable axiom of choice?
- Books on Axiom of Dependent Choices?
- Stronger than ZF, weaker than ZFC
- All naturals are T-finite, all finite sets are T-finite
Research papers:
You may want to check out the references in the above links, but additionally these may come in handy.
- Truss, John. "Classes of Dedekind finite cardinals." Fundamenta Mathematicae vol. 84.3 (1974): 187-208.
- Herrlich, Horst. "The finite and the infinite." Appl. Categ. Structures 19 (2011), no. 2, 455–468.