Suppose that $X$ has the co-countable topology, and let $A$ be an infinite subset of $X$. Since $A$ is infinite, it has a countably infinite subset $A_0=\{a_n:n\in\Bbb N\}$. Let $A_1=A\setminus A_0$, and for each $n\in\Bbb N$ let $U_n=\{a_n\}\cup(X\setminus A_0)$; $X\setminus U_n=A_0\setminus\{a_n\}$, which is countable, so $U_n$ is open. Let $\mathscr{U}=\{U_n:n\in\Bbb N\}$. If $x\in A_1$, then $x\in U_0$, and if $x\in A_0$, then $x=a_n$ for some $n\in\Bbb N$, so $x\in U_n$. Thus, $\mathscr{U}$ is an open cover of $A$. However, if $n\in\Bbb N$, the only member of $\mathscr{U}$ that contains $a_n$ is $U_n$, so no finite subset of $\mathscr{U}$ covers $A$. In fact, no proper subset of $\mathscr{U}$, finite or infinite, covers $A$: if you remove $U_n$ from $\mathscr{U}$, the remaining sets do not cover the point $a_n$.