Why does the following theorem fail if $X$ is not locally convex?
Let $X$ be a locally convex topological vector space. Then $X^*$ separates points.
I understand the proof and where it uses local convexity of $X.$ However, I fail to understand this intuitively. I would like some intuition on why this happens.
Edit: $L^p[0,1],0<p<1$ is not locally convex and it has no non-zero linear functional. So I do have a counter-example. I'm just looking for intuition.
Your counter-example provides an intuition. " The existence of a convex local base for the zero vector is strong enough for the Hahn–Banach theorem to hold, yielding a sufficiently rich theory of continuous linear functionals." If the space is not locally convex, there might not be any(or sufficient) linear functionals to ensure separation.