Let $x\in A_n$. From Bessel inequality (and the fact that being $A_n\subseteq E$ it's an orthornomal subset of X) we obtain
$||y||^2\ge\sum_{x\in A_n} |\langle x,y \rangle|^2\ge \sum_{x \in A_n} \frac{1}{n^2}$
Thus, if $A_n$ was infinite, the RHT would diverge, which is absurd since it is bounded by $||y||^2$. Since $A_n$ is finite, $A=\bigcup_{n\in \mathbb{N}}A_n$ is numerable (being a numerable union of finite sets)