$
\newcommand{\calc}{\begin{align} \quad &}
\newcommand{\calcop}[2]{\\ #1 \quad & \quad \text{"#2"} \\ \quad & }
\newcommand{\endcalc}{\end{align}}
$To expand on the other answers, here is a slightly more detailed proof that both sets are empty, but for different reasons.
For the first set, we calculate its members $\;x\;$ as follows:
$$\calc
x \in \bigcup \emptyset
\calcop{\equiv}{definition of $\;\bigcup\;$}
\langle \exists V : V \in \emptyset : x \in V \rangle
\calcop{\equiv}{definition of $\;\emptyset\;$}
\langle \exists V : \text{false} : x \in V \rangle
\calcop{\equiv}{logic: simplify}
\text{false}
\endcalc$$
For the second set, we similarly calculate for all $\;x\;$:
$$\calc
x \in \bigcup \{\emptyset\}
\calcop{\equiv}{definition of $\;\bigcup\;$}
\langle \exists V : V \in \{\emptyset\} : x \in V \rangle
\calcop{\equiv}{definition of $\;\{\ldots\}\;$}
\langle \exists V : V = \emptyset : x \in V \rangle
\calcop{\equiv}{logic: one-point rule}
x \in \emptyset
\calcop{\equiv}{definition of $\;\emptyset\;$}
\text{false}
\endcalc$$
Therefore both sets are empty, and therefore they are equal.