An extensive discussion of the origin of "Menge" is given in Earliest Known Uses of Some of the Words of Mathematics (scroll down to "Set and Set Theory"). Cantor's (1880) Über unendliche linear Punktmannigfaltigkeiten is one of the earliest uses. It contains the notation $\{\cdots\}$ for a set and introduces the term "Vereinigung" for the union (symbol ${\cal M}$) and Durchschnitt for the intersection (symbol ${\cal D}$)
TheSchröder (1877) had previously used the notation $+$ and $\times$ for union and intersection. This was changed into the presently used symbols $\cap,\cup$ were introduced$\cup$ and $\cap$ by Peano Giuseppe Peano(1888) to avoid confusion with addition and multiplication in algebra.
Calcolo geometrico secondo l'Ausdehnungslehre di H. Grassmann (1888).
In this brief work by Schröder (37 pages) the mathematical logic is developed that forms the introduction of the present book. I found it useful to replace the logical symbols $\times,+,A_1,0,1$ used by Schröder by the symbols $\cap,\cup,-A$, ⚪, ⚫ in order to avoid a possible confusion between symbols from logic and from mathematics (a possible confusion noted by Schröder himself). I also introduced the logical symbols $\lt$ and $\gt$, although not strictly necessary...