Let $V \subset H$ both be separable Hilbert spaces with continuous and dense embedding.
Let $\{v_j\}$ be a basis for $V$, so every $v \in V$ can be written as $v = \sum_{j=1}^\infty a_jv_j$ with $a_j \in \mathbb{R}$.
Why is it true that $\{v_1, ..., v_n\}$ is a linearly independent set in $H$ for each fixed $n$?
I see no mention of linear independency for the infinite-dimensional basis $\{v_j\}$.
By definition, an embedding $V \subset H$ (usually) means that the inclusion map $\iota : V \to H$ is injective.
It is an easy exercise to show that an injective linear map maps linear independent sets onto linear independent sets.
By definition of a basis (in what sense whatsoever), $(v_j)$ is linearly independent in $V$, hence in $H$.