Def: The product topology is generated by sets of the form $\prod\limits_{n\in\mathbb{N}} U_n$ where each $U_n$ is open in $X_n$ and, for all but finitely many $n$, we have $U_n = X_n$.
I am slightly confused here; does it mean that all the spaces have to be the same. I mean, if a open set in $U_3$ is to be considered for inclusion in $\prod U_n$ , $U_3$ is open in $X_3 $, and ....... $U_3$ is $X_3$ for all but finitely many n. It dont understand that last bit. I doesnt seem to make sense. How can $U_3$ and $X_3$ be rerelevant for $U_{100}$ and $X_{100}$?