"It's said a set A is compact if for every finite cover U of A there exists a subset of U which also covers A, let's say U1."
Well, as $U \subset U$ that is trivial. This idea that a finite subcover must have strictly smaller subcover is absurd.
Consider that $[0,1]$ is compact. Consider {$(-1,2)$} is a finite cover; it only has one set it in. Can't get much more finite than that. But it has no smaller subcover.
Your definition is wrong. For every open cover $U = $ {$U_{\alpha}$} of A [A cover $U = ${$U_{\alpha}$} is a collection of sets so that $A \subset \cup_{\alpha} U_{\alpha}$] has a finite subcover.
Example: $[0,1]$ is compact. let $U = \{(a,b)| a \in \mathbb R; b \in \mathbb R; a < b\}$. As $[0,1] \subset \cup_{a,b} (a,b)$, $U$ is a an open cover. $U$ has uncountably many intervals $(a,b)$. But as $[0,1]$ is compact there must be a finite subcollection that covers them. And indeed $[0,1] \subset (-1,1) \cup (0,2)$ is a finite subcollection. Indeed $[0,1] \subset (-1,2)$ is a subcollection with only one set.
"Assuming A is a compact set, we must be able to find a subcover of U1,U2. Where U>U1>U2"
Not at all! For example, for $[0,1]$ the subcovers $\{(-1,1),(0,2)\}$ or $\{(-1,2)\}$ don't have any strictly sub covers. But any infinite open cover must have a finite subcover.
"If so, does some "infimum set" Uf exists, such that from this set there cannot be obtained a subcover?"
Obviously. But it's not accurate to call it "infimum". Theres nothing unique or infinimum about it. I've given several examples above. For $[0,1]$. {(-1,2)} is a minimal subcover. As is {(-1,1),(0,2)}. As is {(-.1,1/3),(1/4,2/3),(1/2,1.1)} etc.