The problem is that by writing x∈ (B1∩B2∩B3...∩Bn) you have assumed that the index set ##I## has only ##n## elements. But in fact it may be infinite, or worse, uncountable. That assumption cannot be made because it may be false. Consider for instance if the index set ##I## is the set of all real numbers in the interval [0,1) and ##B_j## for ##j\in I## is the set of all positive real numbers whose fractional part is ##j##. Then ##I## is uncountably infinite.
To avoid making that invalid assumption, use the quantifier ##\forall##, which means 'for all'.
So you have ##x\in\bigcap_{j\in I} B_j## and instead of writing
x∈B1 and x∈B2 ... and x∈Bn
you write ##\forall j\in I:\ x\in B_j##.
Similarly for the rest of your proof: wherever you find yourself using ##n## or an ellipsis (that's the '...' you've written in the middle of lists), get rid of them by re-writing using ##\forall##.
When you come to do similar proofs for unions of indexed sets you will need to use the other quantifier ##\exists##, which means 'there exists' ('there is at least one').