This is the definition of the $\mathcal{O}$ notation in my textbook:
And I need to show the following:
Intuitively, I understand what the proposition tries to say is that because $|f(n)| \leq C . g(n) \, \forall n \geq n_o $, the difference between $C . g(n)$ and$|f(n)|$ for all $n \geq n_o$ will eventually offsets any difference between $f(n)$ and $g(n)$ for $n = 1,2,...,n_o-1$.
But, for example, if $\sum_{k=1}^{n_0-1} f(k) - g(k) > 0$, and $\forall n \geq n_o, |f(n)| = g(n) = 0$, wouldn't we still have $f(n) = \mathcal{O}(g(n))$, but there wouldn't be any $n_o'$ and $C'$ such that $\forall n \geq n_o'$, $\sum_{k=1}^{n}| f(k)| \leq C'.\sum_{k=1}^{n} g(k)$?


So suppose $f(n)=O(g(n))$. We have $$\begin{align*}\left|\sum_{k=1}^{n}f(k)\right|&\leq\sum_{k=1}^{n}\left|f(k)\right|\qquad \text{Triangle inequality} \\ &=\sum_{k=1}^{n_0-1}\left|f(k)\right|+\sum_{k=n_0}^{n}\left|f(k)\right|\\ &\leq\color{blue}{\sum_{k=1}^{n_0-1}\left|f(k)\right|}+C\sum_{k=n_0}^{n}g(k)\\ &\stackrel{?}{\leq}\color{green}{C\sum_{k=1}^{n_0-1}g(k)}+C\sum_{k=n_0}^{n}g(k)\\ &=C\sum_{k=1}^{n}g(k) \end{align*}$$
Your intuition is correct, but the example you gave doesn't fit some assumptions, i.e. $g(n)\ne0$ for a large $n$ (as enedil pointed out). In fact, for $n$ being large, the inequality holds, since the blue term will be a constant, and that the green one is also a constant as $n$ goes to $+\infty$. So in terms of asymptotic analysis, the theorem is true.