I have a more geometrical answer inspired by this answer, which is longer but maybe more motivated.
First, note that hyperplanes have a property very similar to what we are looking for: $n$ general $n$ dimensional hyperplanes of an $n+1$ dimensional space will have a $1$ dimensional intersection- which contains infinitely many points. But intersect $n+1$ general hyperplanes and you get a $0$ dimensional space, which is finite.
To turn this into countable sets, consider the set $\mathbb{Z}^{n+1}$, and, for any given $n$ dimensional subspace, take the subset of points that are a distance $< 1$ away from it (using the max norm for convenience). Any distinct subspaces will give different sets. (Pick a vector in $S_1$ but not $S_2$ and scale it up until it's a long distance from $S_2$. There will be an integer point within $1$ of this vetor that can't be near $S_2$.)
If we intersect the sets generated by $n$ general subspaces, our intersection includes, in particular, the points that are a distance $1$ away from the $1$ dimensional space the subspaces intersect at. Which means it contains infinitely many points, as every point on the line is within $1$ of an integer point.
Now intersect $n+1$ general subspaces, and we get $\{0\}$. Intuitively, no point in our intersection can get too far from $0$, as our subspaces get further and further apart from each other; explicitly, we can say this: Consider all the vectors $x$ in the unit sphere, and compute $f(x)$ the distance to the furthest of the $n+1$ subspaces. This is a $\max$ of continuous functions, so it is continuous, and the sphere is compact, so $f$ attains a minimum, $m>0$. So if we scale up any point $x$ in the sphere by $\frac1m$ it will be a distance of at least $1$ from the furthest plane, so any point of size $\ge \frac1m$ has at least one of our subsets of $\mathbb{Z}^{n+1}$ that it isn't part of. Which means it's not in our intersection. So all the points in our intersection of subsets of $\mathbb{Z}^{n+1}$ are contained in a sphere of radius $\frac1m$, which means there are finitely many.
But can we choose a $\mathfrak{c}$-sized set of hyperplanes through $0$ such that any $n+1$ of them are general (i.e. their normal vectors are linearly independent)? There are many ways to do this, one being to look at the contour $(1, x, x^2, \dots, x^n)$ for $x>0$ and pick $\mathfrak{c}$-many normal vectors from this contour. Any $n+1$ of these will then form a Vandermonde matrix, which we know has nonzero determinant, so they must be linearly independent.
We have our sets and the proof is complete.