Important note: According to @Did 's comments, I need to clarify that in my original question I confused two different definitions of limit for sequences of sets. The limit defined as $\liminf_n C_n = \left\{x \in \mathcal{X} | x\in C_k \text{ ultimately for all } k \right\}$ is different from the inner limit of Rockafellar and Wets. In what follows I use the definition given by Rockafellar and Wets.
Notation: Let $\left( \mathcal{X},\mathcal{T}\ \right)$ be a topological space. We denote the family of open neighbourhoods of $x\in\mathcal{X}$ by $\mho(x):=\{V\in\mathcal{T}:\ x\in V\}$.
Proposition 1: Let $\{C_n\}_{n\in\mathbb{N}}$ be a sequence of sets in a Hausdorff
topological space $\left( \mathcal{X},\mathcal{T}\ \right)$. Then,
$$
\liminf_n C_n = \{x|\forall V\in\mho(x),\ \exists N\in \mathcal{N}_\infty,
\forall n\in N: C_n\cap V\neq \emptyset\}
$$
or equivalenty:
$$
\liminf_n C_n = \{ x|\forall V\in\mho(x),\ \exists N_0\in \mathbb{N},
\forall n\geq N_0: C_n\cap V\neq \emptyset \}
$$
Proof.
(1). If $x\in\liminf_n C_n$ then we can find a sequence $\{x_k\}_{k\in\mathbb{N}}$
such that $x_k\to x$ while $x_k\in C_{n_k}$ and
$\{n_k\}_{k\in\mathbb{N}}\subseteq \mathbb{N}$ is a strictly increasing
sequence of indices. For any $V\in\mho(x)$ there is a $N_0\in\mathbb{N}$
such that for all $i\geq N_0$ it is: $x_i\in V$; but also $x_i\in C_{n_i}$. Thus
$C_{n_i}\cap V\neq \emptyset$. Therefore $x$ is in the right-hand side set
of the equation.
(2). For the reverse direction assume that $x$ belongs to the
right-hand side set of given equation. Then, there is a
strictly increasing sequence $\{n_k\}_{k\in\mathbb{N}}$. Then,
for every $V\in\mho(x)$ we can find a $x_k\in C_{n_k}\cap V$.
Hence, $x_k\to x$ ( in the topology $\mathcal{T}$ ).
$\square$
Proposition 2: Let $(\mathcal{X},\|\cdot\|)$ be a normed space and $\{C_n\}_{n\in\mathbb{N}}$ be a sequence of sets in $\mathcal{X}$. The inner limit of a sequence of sets is:
$$
\liminf_n C_n = \{ x\in X | \lim_n d(x,C_n)=0 \}
$$
Proof.
(1). We now need to show that $\limsup_n d(x,C_n)=0$.
Let us assume that $\limsup_n d(x,C_n)>0$, i.e. there exists an increasing sequence of indices $\{n_k\}_{k\in\mathbb{N}}$ so that $d(x,C_{n_k})\to_k a > 0$. This suggests that there is a $\varepsilon_0>0$ such that for all $k\in\mathbb{N}$ one has that $d(x,C_{n_k})>\varepsilon_0$. However, according to proposition \ref{propo:un_int},
$x\in\text{cl}\bigcup_{k\in\mathbb{N}}C_{n_k}$ while
$d(x,\text{cl}\bigcup_{k\in\mathbb{N}}C_{n_k})\geq\varepsilon_0$ which is a contradiction. Hence, $\limsup_n d(x,C_n)=0$, i.e. $\lim_n d(x,C_n)=0$ and this way
we have proven that $x$ is in the right-hand side set.
(2). Assume that $x$ in the right-hand side of the given equation.
This is $\lim_n d(x,C_n)=0$. For any $\varepsilon>0$,
we can find $n_0\in\mathbb{N}$ such that $d(x,C_{n})\leq \frac{\varepsilon}{2}$
for all $n\geq n_0$.
By definition, we have that $d(x,C_{n})=\inf\{\|x-y\|,\ y\in C_{n}\}$, thus
we can find a $y_n\in C_{n}$ such that
$$\|y_n-x\|<d(x,C_{n})+\frac{\varepsilon}{2}=\varepsilon$$
we can do that following the steps pointed out by Davide Giraudo in his answer to this question.
That is:
$$
\exists\ y_n\in C_{n}:\ \|y_n-x\|<\varepsilon
$$
Therefore, $x\in C_{n} + \varepsilon \mathcal{B}$ from which it follows that
$x\in\liminf_n C_n$ (According to proposition 1).
$\square$
Proposition 3: Let $(\mathcal{X},\|\cdot\|)$ be a normed space and $\{C_n\}_{n\in\mathbb{N}}$ be a sequence of sets in $\mathcal{X}$. The inner limit of a sequence of sets is:
$$
\limsup_n C_n = \{ x\in X | \liminf_n d(x,C_n)=0 \}
$$
Note: We know that $\liminf_n C_n \subseteq \limsup_n C_n$. We may therefore prove that :
$$
\liminf_n C_n \subseteq \{ x\in X | \liminf_n d(x,C_n)=0 \}
$$