I am having trouble showing that $\ell_1\subset\ell_2\subset c_0\subset\ell_\infty$, where $c_0$ is the subset of $\ell_\infty$ consisting of all sequences that converge to 0. Specifically, I am having trouble showing that $\ell_2\subset c_0$.
Here is my my entire proof: Trivially, $c_0\subset \ell_\infty$ by definition of $c_0$. Since $\|x\|_1\geq\|x\|_2$, the set of sequences $x_j\in\mathbb{R}$ such that $\sum_j|x_j|<\infty$ is smaller than the set of sequences such that $\sum_j|x_n|^2$. The subset is proper because $x_n=\frac{1}{n}$ converges in $\ell_2$ (to $\frac{\pi^2}{6}$) but not in $\ell_1$. Thus $\ell_1\subset\ell_2$ and $c_0\subset\ell_\infty$. We just need to show that $\ell_2\subset c_0$.
But since $x_n=\sum|\frac{1}{n}|^2$ doesn't converge to 0, this means that $\ell_2$ cannot be a subset of $c_0$. Where have I gone wrong? Do I lack a fundamental understanding of $\ell_p$ spaces?
You're confusing the sum of the series $\sum_{n=1}^{\infty}a_n$ with the limit of the sequence $\lim_{n\to\infty}a_n$. While the sum may be non-zero, it's a standard fact that if $\sum_{n=1}^{\infty}a_n$ converges then $\lim_{n\to\infty}a_n= 0$.
In particular, if $\sum_{n=1}^{\infty}|x_n|^2<\infty$, then taking $a_n=|x_n|^2$ shows that $\lim_{n\to\infty}|x_n|^2=0$, hence also $\lim_{n\to\infty}x_n=0$.