I'm studying Functional analysis and at this Wikipedia link: https://en.wikipedia.org/wiki/Dual_norm
In the proof of Theorem 1 there is one passage where apparently it's used the fact that:
$$\|fx\|\leq \|f\|\|x\|$$
I can't understand why this is true.
Do you mean $\|fx\|\leq\|f\|\|x\|$? That's by the definition $$ \|f\| := \sup\{|f(x)| : x\in X,\ \|x\|\leq1\}. $$ It clearly holds if $x=0$, and otherwise consider $\frac{x}{\|x\|}\in X$ and $\|\frac{x}{\|x\|}\| \leq 1$. Then by linearity $$ \|f\| \geq \left|f\left(\frac{x}{\|x\|}\right)\right| = \frac{|f(x)|}{\|x\|} $$ and hence $$ |f(x)|\leq \|f\|\|x\|. $$