What you are experiencing is the result of a common abuse of notation. Personally, I prefer to not engage in that abuse of notation when students are first exposed to these concepts, and only later allow the abuse.
Let $X$ and $Y$ be sets, and let $f\colon X\to Y$ be a function between $X$ and $Y$. As soon as you have such a function $f$, you can use $f$ to create two new, related, functions (we say that $f$ "induces" two function), called the direct image and the inverse image functions. I will use $\underline{f}$ for the direct image function, and $\overline{f}$ for the inverse image function.
The direct image function maps subsets of $X$ to subsets of $Y$; that is, it is a function
$$\underline{f}\colon\mathcal{P}(X)\to\mathcal{P}(Y)$$
(where $\mathcal{P}(Z)$ is the "power set of $Z$", the set of all subsets of $A$), and is defined by:
$$\underline{f}(A) = \{f(a)\mid a\in A\}\subseteq Y,\qquad\text{for a given }A\subseteq X.$$
Note how $f$ figures in the definition.
The inverse image function maps subsets of $Y$ to subsets of $X$,
$$\overline{f}\colon \mathcal{P}(Y)\to\mathcal{P}(X)$$
defined by
$$\overline{f}(B) = \{x\in X \mid f(x)\in B\}\subseteq X,\qquad\text{for a given }B\subseteq Y.$$
Again, note how $f$ figures in the definition.
One way to think about this: an element $y\in Y$ is in the direct image of $A$, $\underline{f}(A)$, if and only if $y$ is the image of someone in $A$. An element $x\in X$ is in the inverse image of $C$, $x\in \overline{f}(C)$, if and only if the image of $x$ is in $C$.
For example: take $X=\{1,2,3\}$, $Y=\{a,b,c\}$, $f\colon X\to Y$ given by $f(1)=a$, $f(2)=b$, $f(3)=b$.
The power sets are:
$$\begin{align*}
\mathcal{P}(X) &= \Bigl\{ \varnothing,\ \{1\},\ \{2\},\ \{3\},\ \{1,2\},\ \{1,3\},\ \{2,3\},\ \{1,2,3\}\Bigr\}\\
\mathcal{P}(Y) &= \Bigl\{ \varnothing,\ \{a\},\ \{b\},\ \{c\},\ \{a,b\},\ \{a,c\},\ \{b,c\},\ \{a,b,c\}\Bigr\}
\end{align*}$$
What are $\underline{f}$ and $\overline{f}$? Since it's Sunday, I'll write them out in detail:
First, the direct image:
$$\begin{align*}
\underline{f}(\varnothing) &= \{f(x)\mid x\in\varnothing\} \\
&= \varnothing.\\
\underline{f}\Bigl( \{1\}\Bigr) &= \{f(1)\}\\
&= \{a\}.\\
\underline{f}\Bigl(\{2\}\Bigr) &= \{f(2)\}\\
&= \{b\}.\\
\underline{f}\Bigl(\{3\}\Bigr) &= \{f(3)\}\\
&= \{b\}.\\
\underline{f}\Bigl(\{1,2\}\Bigr) &= \{f(1),f(2)\}\\
&= \{a,b\}.\\
\underline{f}\Bigl(\{1,3\}\Bigr)&= \{f(1),f(3)\}\\
&= \{a,b\}.\\
\underline{f}\Bigl(\{2,3\}\Bigr) &= \{f(2),f(3)\} = \{b,b\}\\
&= \{b\}.\\
\underline{f}\Bigl(\{1,2,3\}\Bigr) &= \{f(1),f(2),f(3)\} = \{a,b,b\}\\
&= \{a,b\}.
\end{align*}$$
If $A,B\subseteq X$, then $\underline{f}(A)$ and $\underline{f}(B)$ are subsets of $Y$, so it makes sense to take their intersection, which is a subset of $Y$; also, $A\cap B$ is a subset of $X$, so we can take its direct image. The first question is asking you to verify that the direct image of the intersection is contained in the intersection of the direct images. For example, with the function above, if $A=\{1,2\}$ and $B=\{2,3\}$, then $A\cap B=\{2\}$. Now note that
$$\underline{f}(A\cap B) = \underline{f}(\{2\}) = \{b\}.$$
On the other hand,
$$\underline{f}(A)\cap\underline{f}(B) = \{a,b\}\cap\{b\} = \{b\}.$$
So in this case, $f(A\cap B)= f(A)\cap f(B)$. We don't always get equality, though: if $A=\{1,2\}$ and $B=\{3\}$, then
$$\underline{f}(A\cap B) = \underline{f}(\varnothing) = \varnothing \subsetneq \{2\} = \{1,2\}\cap\{2\} = \underline{f}(A)\cap\underline{f}(B).$$
The question is asking you to prove that the inclusion holds in every case. That is, you want to show that $f\colon X\to Y$ is a function between two sets, and $y\in \underline{f}(A\cap B)$, then $y\in \underline{f}(A)\cap \underline{f}(B)$.
On the other hand, the inverse image function is:
$$\begin{align*}
\overline{f}(\varnothing) &= \{x\in X\mid f(x)\in\varnothing\}\\
&=\varnothing.\\
\overline{f}\Bigl( \{a\}\Bigr) &= \Bigl\{x\in X\mid f(x)\in \{a\}\Bigr\}\\
&= \{1\}.\\
\overline{f}\Bigl(\{b\}\Bigr) &= \Bigl\{x\in X\mid f(x)\in\{b\}\Bigr\}\\
&= \{2,3\}.\\
\overline{f}\Bigl(\{c\}\Bigr) &= \Bigl\{x\in X\mid f(x)\in\{c\}\Bigr\}\\
&= \varnothing.\\
\overline{f}\Bigl(\{a,b\}\Bigr) &= \Bigl\{x\in X\mid f(x)\in\{a,b\}\Bigr\}\\
&= \{1,2,3\}.\\
\overline{f}\Bigl(\{a,c\}\Bigr)&= \Bigl\{x\in X\mid f(x)\in\{a,c\}\Bigr\}\\
&= \{1\}.\\
\overline{f}\Bigl(\{b,c\}\Bigr) &= \Bigl\{x\in X\mid f(x)\in \{b,c\}\Bigr\}\\
&= \{2,3\}.\\
\overline{f}\Bigl(\{a,b,c\}\Bigr) &= \Bigl\{x\in X\mid f(x)\in \{a,b,c\}\Bigr\}\\
&= \{1,2,3\}.
\end{align*}$$
Again, if $C$ and $D$ are subsets of $Y$, then so is $C\cap D$, and we can about the relationship between $\overline{f}(C\cap D)$ and $\overline{f}(C)\cap\overline{f}(D)$. The second problem is asking to verify you always have equality. That is, that $x\in \overline{f}(C\cap D)$ if and only if $x\in\overline{f}(C)\cap\overline{f}(D)$.
Once you get more familiar with the direct and inverse image functions, it is common to drop the underline and overline and simply denote all three functions (the original $f$, the direct image $\underline{f}$, and the inverse image $\overline{f}$) by $f$; this is done because there is usually no possible confusion between elements of $X$, subsets of $X$, and *subsets of $Y$, so from context one knows whether we are applying $f$, $\underline{f}$, or $\overline{f}$.