vadem123's answer is perfectly fine, but I do not like such coordinate-based approaches, and the way how you compute your scalar product and the specific vectors $e_i$ you chose are heavily coordinate-based, in that vein I like Trevor Wilson's answer more, but let me add some more. If you have some orthonormal basis (which could always be choosen by the Gram-Schmidt process) $(u_1, \ldots, u_n)$, then for every $v$ we have
$$
v = \langle v, u_1 \rangle v + \ldots + \langle v, u_n \rangle v
$$
and so for your specific $u \in U$ we have
$$
u = \langle u, u_1 \rangle u + \ldots + \langle u, u_n \rangle u
= 0 \cdot u + \ldots + 0 \cdot u
= 0.
$$
Another less coordinate-based argument, if you consider $U = \{ \alpha u : \alpha \in K \}$, i.e. the linear space generated by $u$, and look at the orthogonal complement $U^T := \{ v \in V : \langle v, w \rangle = 0 \mbox{ for all } w \in U \}$, then by basic linear algebra we have $\dim V = \dim U + \dim U^T$. But by your assumption we have $U^T = V$, and so $\dim U = 0$, which implies $U = \{ 0 \}$ and therefore $u = 0$.
For an intuitive interpretation, partly inspired by Sharkos answer, let me add some interpretations of the dot product (not a proof in some cases, just an intuitive way of thinking).
i) the dot product is related to length. Specifically by $||u||^2 = u\cdot u$, so in this case $u \cdot u = 0$, which implies by definiteness $u = 0$.
ii) the dot product is related to angle, but by the cosine of it (so no angle equals one, and perpendicular, i.e. maximal distant in terms of angle, equals zero), but the zero vector is the only vector where no angle with any other vector could be meaningfully assigned,
iii) (more abstract) by the Riesz-Fischer representation theorem every linear functional could be unique described by the dot product with some vector, so if a vector represents the zero functional, it must be the zero vector itself by uniqueness (and because this identification is an isomorphism)
iv) for each $u \ne 0$ the equation $u \cdot x = 0$ describes a hyperplane, i.e. a set of dimension $n-1$, so if this set is $V$ itself we must have $u = 0$,
v) the dot product could be interpreted in terms of projection. More specifically, if I have a vector $u$ and want to project it on some other vector $v$ it is done by the formulae
$$
\frac{u\cdot v}{v\cdot v} v
$$
for $v \ne 0$, if I have a vector which is the zero vector projected on every other non-zero vector then it must be zero itself
vi) the dot product could be interpreted as (auto-)correlation or ''how much of some vector is contained in some other vector'' (this becomes more obvious in general function spaces, i.e. infinite dimensional vector spaces, for example the fourier series expansion measures in some way how much of $\sin(nx), \cos(nx)$ oscillations are in a given function), this interpretation is related to v), if I look at every vector how much of another vector is contained in that vector, and this is zero, then the vector itself must be zero.