In order to prove $\{Ax + b \mid Fx = g \}$ is affine, is the following sufficient for the proof?
$\{A\left(\theta x_1+\left(1-\theta\right)x_2\right) + b \mid F\left(\theta x_1+\left(1-\theta\right)x_2\right) \stackrel{?}{=} g \}$
So,
$F\left(\theta x_1+\left(1-\theta\right)x_2\right)=\theta Fx_1+Fx_2-\theta Fx_2 = \theta g+g -\theta g=g$
Do we need to show the same thing for $A\left(\theta x_1+\left(1-\theta\right)x_2\right) + b$? In general, is applying the affine definition (which is sometimes hard) the only way to prove a set is affine?
Let's call $S=\{Ax+b\mid Fx=g\}$
Your title is misleading, what you are seemingly trying to do, is to prove that $S$ is convex.
In this case let's take two points $(X,Y)\in S^2$ and $t\in[0,1]$
$\begin{array}{ll} Z &= tX+(1-t)Y\\ &= t(Ax+b)+(1-t)(Ay+b)\\ &= A(tx+(1-t)y)+b(t+(1-t))\\ &= Az+b\end{array}\qquad$ with $z=tx+(1-t)y$
Then $Fz=tFx+(1-t)Fy=tg+(1-t)g=g\qquad$ so $\quad Z\in S$.
Thus $S$ is convex.
Anyway, the proof for an affine space derived from $S$ should go like this:
Let's define $\vec{S}=\{Au\mid u\in\ker F\}$
Since $A,F$ are linear applications, then it is immediate that $\vec S$ is a vector space.
Now we can verify that $S\times\vec S$ is affine