I'm learning complex analysis, specifically (Laurent) series and residues, and need help to understand the solution to the following problem:
Let $f$ be holomorphic and non-constant on the open domain $\Omega$ and $f$ has a zero of order $1$ at $z_0 \in \Omega$. Show that
$$\operatorname{Res}\left(\frac{1}{f}, z_0\right)=\frac{1}{f'(z_0)}.$$
Solution:
Since $f$ is holomorphic in $\Omega$, by Taylor's theorem, $f$ can be expanded in a power series around $z_0$ of the form
$$f(z) = \sum_{n=0}^{\infty}a_n(z-z_0)^n, \,\, \text{where} \,\,a_n = \frac{f^{(n)}(z_0)}{n!}.$$
Now, since $f$ has a zero of order $1$ at $z_0$, then $a_0 = 0$ and therefore
$$f(z) = (z-z_0)\sum_{n=0}^{\infty}a_{n+1}(z-z_0)^n \,\, \text{with} \,\, a_1 \neq 0.$$
Now for the part that I don't understand:
Let $g(z) = \sum_{n=0}^{\infty}a_{n+1}(z-z_0)^n$. Note that $g(z_0) \neq 0$ (why?) and $g(z)$ holomorphic (where?). I don't understand why $g(z_0) \neq 0$. Is it because $f$ is non-constant by assumption? If I plug in $z_0$ in the power series representation for $g(z)$ I get $0$. Back to the solution.
Then, there exists $r > 0$ such that $g(z) \neq 0 \; \forall z \in D(z_0, r)$ (why?). I don't get this part either. Why does there exists a disc centered at $z_0$ of radius $r$ in which $g(z)$ is non-zero? Back to the solution.
Therefore, the function $1/g$ is analytic in $D(z_0, r)$. Now write
$$\frac{1}{f(z)} = \frac{1}{(z-z_0)g(z)} \implies \operatorname{Res}\left(\frac{1}{f}, z_0\right) = \frac{1}{g(z_0)}$$
where $g(z_0) = a_1$ (why?) $= \frac{f^{(1)}(z_0)}{1!}$. The solution then follows. Here, it is said that $g(z_0) = a_1$ but I don't understand why.
Here are some answers to your questions:
"The reason $\mathbf{g(z_0)\not=0}$": The fact that $g(z_0) = a_1 \not= 0$ is due to the assumption that $f(z)$ has a zero of order $1$ at $z=z_0$. If $a_1 = 0$ then we would have $f(z) = (z-z_0)^2(a_2 + a_3(z-z_0)+\ldots)$ and the zero would be (at least) of order $2$ contradicting this assumption.
"Where is $\mathbf{g(z)}$ holomorphic": Holomorphic means analytical everywhere (in it's domain). The domain here is $\mathbb{\Omega}$ (the same as $f$). We have two ways of writing $g$. First we have the power-series expanded around $z=z_0$ for which it follows by definition that $g$ is analytic at $z=z_0$. Secondly we also see that $g(z) = \frac{f(z)}{z-z_0}$ for $z\not=z_0$. Since both $f$ and $\frac{1}{z-z_0}$ is analytic for $z\not=z_0$ it follows that $g$ is also analytic here.
"Why $\mathbf{g(z)\not =0}$ close enough to $\mathbf{z_0}$": The function $|g(z)|$ is continuous and since $|g(z_0)| \not = 0$ it follows by the definition of continuity that there exists a $\delta > 0$ such that $|g(z)| > \frac{|g(z_0)|}{2} > 0$ for all $|z-z_0| < \delta$.
Why is $\mathbf{g(z_0) = a_1}$": This follows by taking $z=z_0$ in the definition of $g(z)$ and noting that all terms except the first, which is just $a_1$, vanish. As noted in the comments you need to be a bit careful about the first term since $(z-z_0)^0 = 1$.