An extensive discussion of the origin of "Menge" is given in <A HREF="http://jeff560.tripod.com/s.html">Earliest Known Uses of Some of the Words of Mathematics</A> (scroll down to "Set and Set Theory".

The symbols $\cap,\cup$ were introduced by <A HREF="https://en.wikipedia.org/wiki/Giuseppe_Peano">Giuseppe Peano</A> in <A HREF="http://mathematica.sns.it/opere/138/">Calcolo geometrico secondo l'Ausdehnungslehre di H. Grassmann</A> (1888).

<IMG SRC="https://ilorentz.org/beenakker/MO/peano.png"/>

*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...*