Let $R$ a local ring with maximal ideal $\mathfrak m$. Suppose $M$ is finitely generated $R-$module s.t. $\mathfrak m M=M$. Prove that $M=0$.
Proof : Let $m_1,...,m_n$ be generator of $M$. As $$\mathfrak m M=M,$$ there is a matrix $A$ with entries in $\mathfrak m$ s.t. $$A\bar m=\bar m$$ where $\bar m=(m_1,...,m_n)^T$.
Q1) Why is there such a matrix ? Where does it come from ?
Multiplying by the adjugate of the matrix $A-I$ implies that if $D=\det(A-I)$, then $Dm_i=0$ for all $i$.
Q2) I don't understand what do they mean by "multipliying by adjugate of the matrix $A-I$". I saw on wikipedia what is the adjugate, but it doesn't help.
By expanding the determinant, we can see that $D=\det (A-I)$ cannot be in $\mathfrak m$, for all the component of $A$ are in $\mathfrak m$, and so, there is only one term of the expansion of $\det(A-I)$ which is not, and this is the 1 which come from the $\prod(a_{ii}-1)$ terms.
Q3) I still don't understand what they mean, it looks really confuse...
It's not necessary to put the rest, since here I understand nothing of what they do. If it's clear for someone, I would appriciate some explanations...
The matrix exists because of the condition $\mathfrak{m}M=M$. That means that there are $a_{i1},a_{i2},\ldots,a_{in}\in\mathfrak{m}$ such that $$\sum_{j=1}^n{a_{ij}m_j}=m_i$$ for all $i$. This is the same thing as the existence of such a matrix.
The adjugate $B'$ matrix of a matrix $B$ has the property that $$BB'=\det(B)I$$ where $I$ is the identity matrix. This is what is important here. Since $$(A-I)\overline{m}=0$$ we must have that $Dm_i=0$ for all $i$.
What they mean for Q3 is that if you take the formula for the determinant as a sum $$\sum_{\sigma\in S_n}{(-1)^{\mathrm{sgn}(\sigma)}b_{1\sigma(1)}\cdots b_{n\sigma(n)}}$$ then since the diagonal entries are not in $\mathfrak{m}$ but every other entry is we must have that every term in is $\mathfrak{m}$ (because $\mathfrak{m}$ is an ideal) except for the term where $\sigma$ is the identity, when none of the elements of the product are in $\mathfrak{m}$; this means that $D+\mathfrak{m}\neq\mathfrak{m}$, so $D\notin\mathfrak{m}$.