Let $F$ be a proper finite dimensional subspace of a TVS (with infinite dimension). I have already shown that $F$ will be closed. It looks like $F$ must have an empty interior (possibly subject to some constraints on the underlying field).
Could anyone give me a tip?
If the underlying field $k$ is endowed with the discrete topology, the TVS $X$ may also be endowed with the discrete topology, and all subsets are open, including finite dimensional subspaces.
Conversely, if $0$ is not an isolated point of $k$, and $U$ is a non-empty open set contained in a proper subspace $Y\subsetneq X$, then pick $u\in U$ and we obtain an open set $U-u$ by translating $U$.
Pick any $v\notin Y$ so we have a continuous map $f\colon k\to X$ given by: $$f\colon \lambda \mapsto \lambda v.$$
Then $f^{-1}(U-u)=\{0\}$ is open, contradicting $0$ not being isolated.