All these, and more, depend on an axiom called The Axiom of Choice. This axiom enforces infinite set to be very well-behaved, and the answer on all your questions become "yes".
If we do not assume the axiom of choice then the answers change, namely some of them become "sometimes" and others "no".
None of these propositions are trivial, especially without some background in set theory. It is even less trivial if you are not used to proving things from axiomatic systems like ZFC.
Let me answer your questions backwards.
The axiom of choice is equivalent to the assertion "For every infinite $X$, $X\times X$ has the same cardinality as $X$". In particular this means that if we assume the axiom of choice then this is true for every infinite set, but if we assume that this axiom does not hold, then we are guaranteed a counterexample to exist.
The second question regarding $X\times\mathbb N$, again if we assume the axiom of choice the answer is "yes". One of the consequences of this axiom is that if $X$ is infinite then $X$ has a countably infinite subset. Combine with the above we have that $$|X|\leq|X\times\mathbb N|\leq|X\times X|=|X|$$ Therefore equality ensues.
This again amounts to the axiom of choice and the first answer. Assuming that $X\times X$ has the same cardinality as $X$, we can prove by induction that $|X^n|=|X|$ , and by the second answer we have that $|\bigcup X^n|=|X\times\mathbb N|=|X|$ again.
This is not exactly what we are looking for because this is the set of sequences rather than subsets, but now we can simply send every sequence $\langle a_i\mid i=0,\ldots,k\rangle$ to the set $\{a_i\mid i=0,\ldots,k\}$. Observe that in the sequences there might be repetitions which are removed when we take the set, but we still can get every finite subset.
Well, this is a surjection, so it does not quite yet prove that the set of all finite subsets of $X$ has the same cardinality as $X$, but another wonderful property following from the axiom of choice is that we can inverse surjective functions, namely there is an injection from the set of finite subsets into the set of finite sequences, and this is what we wanted.
One last remark is that the counterexamples without the axiom of choice are not very natural, at least for a modern person. However they exist and have their place in mathematics.