Consider the following game.
Player 1 chooses between Left or Right. Without having observed him (or simultaneously), P2 then chooses between U or D. Finally, without having observed P2, P1 moves again and chooses between L and R.
The ellipses represent information sets. If two decision points or nodes are in the same information set, the player whose turn it is to move cannot distinguish them. Typically, this means he ignores some of the moves made so far.
Which of these two diagrams represents this game?