- Let $\alpha$ be an ordinal. Let $z$ be an initial segment of $\alpha$. Then either $z=\alpha$ or $z\in\alpha$. Thus, an initial segment of an ordinal is an ordinal.
Proof. If $z\neq\alpha$, then $\alpha\setminus z$ does have a minimal element, say $x$. Then
$$z=\left\{y\in\alpha : y<\alpha\right\}=\left\{y\in\alpha : y\in\alpha\right\}=x\in\alpha.$$
I have a question in the proof: How did writer connect from $\left\{y\in\alpha : y<\alpha\right\}$ to the set $\left\{y\in\alpha : y\in\alpha\right\}=x\in\alpha.$ Can you explain?