This problem is from Topology by Munkres. It is a version of Principle of recursive definition.
Let $A(\neq \varnothing)$ be a set. Let $\rho$ be a function assigning, to every function $f$ mapping a section $S_n=\{1,\dots, n-1\}$ of $\mathbb{N}$ into $A$ , an element $\rho(f)$ of $A$ . Then there is a unique function $h:\mathbb{N}\rightarrow A$ such that $h(n)=\rho(h|S_n)$ for each $n\in \mathbb{N}$.
How do I proceed?
What you’re given to work with is the following version of recursive definition:
From this you’re supposed to prove the version given in the question, namely:
One difference is that this time we’re not given a specified element $a_0\in A$ to be $h(1)$; instead, we’re told that $h(1)$ should be $\rho(h\upharpoonright S_1)$. Now $S_1=\varnothing$, so even though we don’t yet know what $h$ is, we do know that $h\upharpoonright S_1=h\upharpoonright\varnothing=\varnothing$: the only function with empty domain is the empty function. Fortunately, the other difference is that this time $\rho$ is defined on functions from all sections of $\Bbb Z_+$ into $A$, not just the non-empty sections, and the only function from $S_1=\varnothing$ into $A$ is the empty function, so $\rho(\varnothing)$ is defined.
Now set $a_0=\rho(\varnothing)$ and apply Theorem $8.4$.