Solution 1:

If $e_n$ are the standard unit vectors in $\ell^2$, let $F_j$ consist of line segments from $e_j$ to $(1/j) e_j + e_k$ for $1 \le k < j$ ($F_1$ is the single point $e_1$). Then the $F_j$ are disjoint, closed and connected, and their union is closed and connected.