I am trying to prove the following claim:
Proposition: Suppose $T$ is a linear functional from $(V, \|\cdot\|_V)$ to $(W, \|\cdot\|_W)$, normed vector spaces. If $T$ is continuous at any point $x \in V$, then it is bounded everywhere, that is: there exists some absolute constant $C > 0$ such that $$ \|Tu\|_W \leq C \|u\|_V \qquad \text{for all $u \in V$}. $$
Proof: It suffices to show that $\|T\| < \infty$. Suppose for contradiction that it is not finite, equivalently, that $\sup_{\|u\| = 1} \|Tu\|_W= + \infty$. Then, this means that for every $R > 0$, there is some non-zero point $u$ such that $\|Tu\|_W > R$. But now notice using continuity and also linearity, we have that for each $\epsilon > 0$, there is some $\delta(\epsilon)$ such that $\|u\|_V \leq \delta(\epsilon)$ implies $\|Tu\|_W \leq \epsilon$. So set $R = \epsilon/\delta(\epsilon)$, and oberve there is a point $u$ with norm 1 such that $\delta(\epsilon)\|Tu\|_W > \epsilon$. But now let $y = \delta(\epsilon) u$, and since the norm is homogeneous, it follows that $\|Ty\|_w > \epsilon$, even though $\|y\| \leq \delta(\epsilon)$, a contradiction. Thus $\|T\| <\infty$, and hence $T$ is bounded.
Question: Can you comment on the correctness of my proof above?
Your prove is correct. An alternative prove for both implications can be found on this course page 14