This is out of my textbook, Axler's "Linear Algebra Done Right" which I am self-studying from. (I organized my thoughts in which I would like some sort of response with Roman Numerals).
Linear Dependence Lemma: If $(v_{1},\ldots,v_{m})$ is linearly dependent in $V$ and $v_{1} \neq 0$, then there exists $j \in \{2,\ldots,m\}$ such that the following hold:
(a) $v_{j} \in span(v_{1},\ldots,v_{j-1})$;
(I. Why does this need to be justified? Is it because $v_{j}$ is an "extra" vector, which would make this arbitrary set of linear combinations dependent?).
(b) If the $j^{th}$ term is removed from $(v_{1},\ldots,v_{m})$, the span of the remaining list equal $span(v_{1},\ldots,v_{m})$.
(II. My assumption is that this basically means that if we remove this extra vector, then we still have the same list of linear combinations).
(I also found the following proof a bit confusing and need some clarification).
PROOF: Suppose $(v_{1},\ldots,v_{m})$ is linearly dependent in $V$ and $v_{1} \neq 0$. Then there exists $a_{1},\ldots,a_{m} \in \mathbb{F}$, not all $0$ such that $$a_{1}v_{1}+\cdots+a_{m}v_{m} = 0$$.
(So far so good, from what I know, this is just stating the opposite of Linear Independence, where the only choice of $a_{1},\ldots,a_{m} \in \mathbb{F}$ that satisfies $a_{1}v_{1}+\cdots+a_{m}v_{m} = 0$ is $a_1 =\cdots= a_{m} = 0$)
CONT: Not all of $a_{2},a_{3},\ldots,a_{m}$ can be $0$ (because $v_1 \neq 0)$. Let $j$ be the largest element of $\{2,\ldots.,m\}$ such that $a_{j} \neq 0$. Then $$ v_{j} = -\frac{a_1}{a_j}v_1 - \cdots - \frac{a_{j-1}}{a_j}v_{j-1} ,$$
proving (a).
(III. I will fill in the extra steps here because I feel that I may have the right idea).
$Span(v_{1},\ldots,v_{m}) = 0$ for $j \in \{2,\ldots,m\} = a_{1}v_{1} + \cdots + a_{j}v_{j} = 0$.
Here I just solved for $v_j$, and got the result $v_{j} = -\frac{a_1}{a_j}v_1 - \cdots - \frac{a_{j-1}}{a_j}v_{j-1} ,$ which corresponds to the above. $a_{j} \neq 0$ because we have $a_j^{-1}$ for each term, and $v_1 \neq 0$ because if we have $a_{1}v_{1}+\cdots+a_{j}v_{j} = 0$ then all the scalars $a_{2},\ldots,a_{m} \in \mathbb{F}$ could be equal to $0$, if that was the case. I think I have an idea, but how exactly does this prove that $v_j$ is contained in the span of $(v_{1},\ldots,v_{j-1})$? Is it because $ -\frac{a_1}{a_j}v_1 - \cdots - \frac{a_{j-1}}{a_j}v_{j-1}$, is just a linear combination of vectors that is equal to $v_j$?
CONT: to prove (b), suppose that $u \in span(v_{1},\ldots,v_{m})$. Then there exists $c_{1},\ldots,c_m \in \mathbb{F}$ such that $$u = c_1v_1 + \cdots + c_mv_m$$.
In the equation above, we replace $v_j$ with the right side of 2.5, which shows that $u$ is in the span of the list obtained by removing the $j^{th}$ term from $(v_1,\ldots,v_m)$. Thus (b) holds. $\Box$
(IV. So how exactly does this work? I find this part the most confusing).
Sorry that this is such a long list, but I really want to fully understand everything I am learning, and I am pretty new to proving stuff, so I want to make sure that I improve that skill as well.