We can just write
$$\tag{1}\overline{B_{X^*}(0)} = \bigcap_{x \in \overline{B_1(0)}} \{x^* \in X^* : |x^*(x)| \leq 1 \}.$$
By definition of the weak*-star topology, we know that $x^* \mapsto x^*(x)$ is continuous. So all sets are closed and thus also the intersection. Hence the $X^*$-unit ball is closed.
In order to see the equality of the sets in (1), we note that "$\subset$" is clear by definition of the operator norm on $X^*$; we awlays have $|x^*(x)| \leq |x^*| |x| \leq 1$. On the other hand, if $|x^*(x)| \leq 1$ for all $x \in \overline{B_1(0)}$, then $|x^*| \leq 1$.
For separable banach spaces it is true that any weak*-sequentially convex closed set is already closed.
However, there are sequentially closed sets in $l^\infty$, which are not closed. Example: Let $\delta_n$ denote the operator $\delta_n(f) = f(n)$, then
$$C:=\{\delta_n : n \in \mathbb{N}\} \subset (l^\infty)^*$$
is sequentially closed. Let $\delta_{n_k} \rightarrow h$ in weak*-topology. If $(n_k)$ is unbounded, we may pass over to a subsequence with $n_k \rightarrow \infty$. In this case let $f \in l^\infty$ such that $f(n_k)$ is not convergent. Then $\lim_{n \rightarrow \infty} f(n_k) = h(f)$. That is a contradiction! So $(n_k)$ have to be already eventually constant.
Since $C \subset \overline{B_1(0)}$ is a subset of compact set, the sequence $(\delta_n)_{n \in \mathbb{N}}$ has limit points!