Synopsis
Please verify my proof. I would also appreciate any tips on how I might improve my mathematical writing. Thank you.
Exercise
Assume that $H$ is a function with finite domain $I$ and that $H(i)$ is nonempty for each $i \in I$. Without using the axiom of choice, show that there is a function $f$ with domain $I$ such that $f(i) \in H(i)$ for each $i \in I$. [Suggestion: Use induction on $\text{card }I$.]
Proof
Let $P(n)$ be the condition that $\text{card }I = n$ and that $H(i)$ is nonempty for each $i \in I$. Let $Q(n)$ be the condition that there exists a function $f$ with $\text{dom}f = I$ and with $f(i) \in H(i)$ for all $i \in I$. Consider the set $S = \{n \in \omega \mid P(n) \Rightarrow Q(n)\}$. We will show through induction that $S$ coincides with $\omega$. The base case is vacuously true. For the inductive hypothesis, suppose that $P(k) \Rightarrow Q(k)$. We wish to show that $P(k^+) \Rightarrow Q(k^+)$. Suppose that $\text{card }I = k^+$. Then there exists a bijection $f$ from $I$ onto $k^+$. Consider the set $A \subseteq I$ where $A = f^{-1}[\![k]\!]$. Clearly, $\text{card }A = k$, and by the inductive hypothesis, there exists a function $g$ with domain $A$ and with the property that for each $i \in A$, $g(i) \in H(i)$. Now consider the set $B \subseteq I$ where $B = f^{-1}[\![k^+ - \{0\}]\!]$. Similarly, $\text{card }B = k$, and the inductive hypothesis suggests the existence of a function $h$ such that $\text{dom }h = B$ and $h(i) \in H(i)$ for all $i \in B$. With these two functions at our disposal, we can now construct a third function $F = g \cup (h \upharpoonright \{f^{-1}(k)\})$ such that $\text{dom}F = I$ and $F(i) = H(i)$ for all $i$ in $I$, satisfying $Q(k^+)$. Hence, $S$ is inductive, and coincides with $\omega$.
Note that $h \upharpoonright \{f^{-1}(k)\}$ denotes the ordered pair $\langle f^{-1}(k), h(f^{-1}(k)) \rangle$
Your proof is correct apart from one error in the definition of $F$: You meant to write $f^{-1}(k)$ instead of $f^{-1}(k^+)$.
The second application of the induction hypothesis seems unnecessary. You can just write $i_0$ for the element of $I\backslash A$, choose an element $x$ of $H_{i_0}$ and define $F=g\cup\{(i_0,x)\}$.
Style Critique: You focus a bit too much on technicalities, which sometimes makes it hard to quickly grasp the idea behind an argument. In particular, it is much better to use the language of natural numbers instead of ordinals, i.e. you should not use the "fact" that natural numbers are elements and subsets of each other, but simply consider them as elements of an ordered set. This also makes notations like $f^{-1}(k)$ (where $k$ could be interpreted as an element or a subset) less ambiguous.