I will include the proof here and highlight the parts that are giving me trouble.
Theorem $\hspace{5 pt}$ Let $P$ be a nonempty perfect set in $\mathbb{R}^k$. Then $P$ is uncountable.
Proof $\hspace{5 pt}$ Since $P$ has limit points, $P$ must be infinite. Suppose $P$ is countable, and denote the points of $P$ by $\mathbf{x_1}, \mathbf{x_2}, \mathbf{x_3}, \ldots$. We shall construct a sequence $\{V_n\}$ of neighborhoods as follows.
Let $V_1$ be any neighborhood of $x_1$.
1) ^ Are we using the Axiom of Choice here? How can we have an arbitrary set in a construction?
If $V_1$ consists of all $\mathbf{y} \in \mathbb{R}^k$ such that $|\mathbf{y} - \mathbf{x_1}| < r$, the closure $\overline{V_1}$ of $V_1$ is the set of all $\mathbf{y} \in \mathbb{R}^k$ such that $|\mathbf{y} - \mathbf{x_1}| \leq r$.
2) ^ It makes sense intuitively, but how do we prove this last statement?
Suppose $V_n$ has been constructed, so that $V_n \cap P$ is not empty. Since every point of $P$ is a limit point of $P$, there is a neighborhood $V_{n+1}$ such that (i) $\overline{V_{n+1}} \subset V_n$, (ii) $x_n \notin \overline{V_{n+1}}$, (iii) $V_{n+1} \cap P$ is not empty. By (iii), $V_{n+1}$ satisfies our induction hypothesis, and the construction can proceed.
3) ^ I really don't get this whole paragraph much at all. Could someone explain it in a more step-by-step way?
Put $K_n = \overline{V_n} \cap P$. Since $\overline{V_n}$ is closed and bounded, $\overline{V_n}$ is compact.
4) ^ "closed" comes from it being a closure and "bounded" comes from the definition of neighborhood, correct?
Since $x_n \notin K_{n+1}$, no point of $P$ lies in $\bigcap_1^\infty K_n$. Since $K_n \subset P$, this implies that $\bigcap_1^\infty K_n$ is empty. But each $K_n$ is nonempty, by (iii), and $K_n \supset K_{n+1}$, by (i); this contradicts the Corollary to Theorem 2.36.