Recall first that the set of all real sequences $\mathbb{R}^{\mathbb{N}^*}=\{a=(a_n)_{n\geq 1}\}\;|\;a_n\in\mathbb{R}\}$ is a real vector space.
Now denote $\|a\|_\infty:=\sup_{n\geq 1}|a_n|$ and $\|a\|_p:=\left(\sum_{n\geq 1}|a_n|^p\right)^{1/p}$ for $p\geq 1$.
For every $a\in\mathbb{R}^{\mathbb{N}^*}$, it is clear that both $\|a\|_\infty$ and $\|a\|_p$ are nonnegative or infinite.
Next define $\ell_\infty:=\{a\in \mathbb{R}^{\mathbb{N}^*}\;|\;\|a\|_\infty<\infty\}$ and $\ell_p:=\{a\in \mathbb{R}^{\mathbb{N}^*}\;|\;\|a\|_p<\infty\}$.
Then note that the null sequence $(0,0,0,\ldots)$ belongs to both $\ell_\infty$ and $\ell_p$, so that they are nonempty subsets of $\mathbb{R}^{\mathbb{N}^*}$.
Now, indeed, it only remains to prove that $\|a\|_\infty$ and $\|a\|_p$ satisfy the three axioms of a norm http://en.wikipedia.org/wiki/Norm_(mathematics):
1)positive homogeneity
2)triangle inequality
3)separation.
It will follow from 1) and 2) that both $\ell_\infty$ and $\ell_p$ are stable under linear combinations, hence vector (linear) subspaces of $\mathbb{R}^{\mathbb{N}^*}$.
This will show that they are normed vector (linear) spaces.
1) is easy for both $\ell_\infty$ and $\ell_p$.
2) is easy for $\ell_\infty$ and for $\ell_p$, it follows from the Minkowski inequality: http://en.wikipedia.org/wiki/Minkowski_inequality
3) is easy for both $\ell_\infty$ and $\ell_p$.
I hope this helps.