Suppose that $\{e_1,e_2,\dotsc,e_n\}$ is a finite orthonormal set in a Hilbert space. I want to prove that $M= \operatorname{span}(\{e_1,e_2,\dotsc,e_n\})$ is closed. So what I was thinking is if I can show that $M$ is finite then I have that it is a finite subspace of my Hilbert space therefore it is complete and therefore closed.
But I'm wondering if it's true that if my set is finite then the span of my set is finite. And if thats true how do I go about proving it?
$\mathbb{R}$ is the span of $\{1\}$, so your attempt won't work. But write that $i:M\to H$ given by $i(e_j)=e_j$ is an isometry, and so send the complete space $M$ (because finite dimensional) to the complete and so closed set $M\subset H$, and the end of your proof works well.