Does anybody know how to resolve this exercise? My idea is that the concatenation with the empty set is the empty set but I do not understand what the important note tells me.
Edin: you are attempting to simplify the RegEx, reducing everything to empty. This is certainly correct, but the note in the text is asking you not to take this path.
Instead, you have to apply the standard construction of the textbook: structural induction on the tree associated to the RegEx. When constructing the tree, remember that concatenation is left associative.