Least fix point of CTL formula
They actually start by proving that $[[E(\varphi U\psi)]]=\bigcup\limits_{k\ge 1}G^k(\emptyset)$.

You can see (or prove by induction for the general case) that repeated applications of $G$ starting with the empty set yields:

$G(\emptyset)=[[\psi]]$,

$G^2(\emptyset)=[[\psi]]\cup ([[\varphi]]\cap pre_\exists([[\psi]]))=[[\psi]]\cup\left\{s\in S | s\in[[\varphi]] \land \exists s' \left(s\rightarrow s' \land s'\in[[\psi]]\right)\right\}$

$\vdots$

$G^{i+1}(\emptyset)=G^i(\emptyset)\cup \left\{s\in S| s\in[[\varphi]]\land\exists s' \left( s\rightarrow s'\land s'\in G^i(\emptyset)\right)\right\}$

The union of the above sets exactly coincides with the definition of $[[E(\varphi U \psi)]]$. To conclude the proof, they use the fact that $G$ is montone and that $G^{n+1}(\emptyset)$ is a fixed point of $G$, thus $\bigcup\limits_{k\ge 1}G^k(\emptyset)=G^{n+1}(\emptyset)$, which is the least fixed point of $G$.