Let $(X,d)$ be a metric space. Let $\mathcal{C}$ be the set of all collections $\{O_i\}_{i=1}^\infty$ of non-empty closed subsets such that \begin{align*} &(a) O_{n+1}\subset O_n \forall n \\ &(b) \lim\operatorname{diam} (O_n) = 0 \ as \ n \to \infty \end{align*}
Prove that $X$ is complete if and only if $\forall C \in \mathcal{C}$ \begin{align*} \bigcap_{A\in C} A \not= \emptyset \end{align*} For the $if$ part: For every $n$, choose $x_n \in O_n$. Then since $O_{n+1}\subset O_n$, the set $\{x_n,x_{n+1},x_{n+2},\cdots\}\subset O_n$. Since $\lim\operatorname{diam}(O_n) = 0$, for any $\epsilon > 0$ choose a natural number $N$ so that $\operatorname{diam}(O_n)<\epsilon$ for $n\geq N$. This means that for any $n,m \geq N$, $|x_n-x_m| \leq\operatorname{diam}(\{x_{N},x_{N+1},\dots\}) \leq\operatorname{diam}(O_N) < \epsilon$. So $\{x_n\}$ is a Cauchy sequence. By completeness of $X$, $\{x_n\}$ converges to a point, $a$. By $O_n$ being closed it must contain $\{x_n,x_{n+1},\dots\}$. Thus, for any given $D\in\mathcal{C}$ we get \begin{align*} a\in \bigcap_{A \in D} A. \end{align*} hence non-empty.
Also, I am not sure how to start the other direction. I think you need to look at the tails of each sequence