If for each $n \in \mathbb N$ a set $M_n$ is given, then you have the sequence
$$(M_1,M_2,M_3,....).$$
Such a sequence is a denumerable sequence of sets.
If for each $n \in \mathbb N$ a set $M_n$ is given, then you have the sequence
$$(M_1,M_2,M_3,....).$$
Such a sequence is a denumerable sequence of sets.