$\newcommand{\A}{\mathcal{A}}\newcommand{\M}{\mathcal{M}}$ I'm having trouble understanding the first step of the Monotone Class Theorem, which every proof I find seems to claim is obvious.
Here is a restatement of the theorem:
Monotone Class Theorem. Suppose $\mathcal{\A_0}$ is an algebra. Let $\A = \sigma\langle\A_0\rangle$ be the smallest $\sigma$-algebra containing $\A_0$, and $\M$ be the smallest monotone class containing $\A_0$. Then, $\A = \M$.
I am unsure about the logic of the first part of the proof, which reads as follows:
Proof: ($\M \subset \A$). A $\sigma$-algebra is clearly a monotone class, so $\M \subset \A$.
I understand how to show that a $\sigma$-algebra is a monotone class, but cannot see why this necessitates the claim above. It is also easy to see that $|\M| \leq |\A|$:
Proof: ($|\M| \leq |\A|$). Suppose $|\M|>|\A|$. Then, $\M$ is not the smallest monotone class containing $\A_0$, because $\A$ is a monotone class. This is a contradiction!
However, it is unclear to me how we can make any claim about the elements of $A$. Is it not possible for $\M$ to contain an element not in $\A$?
The answer turned out to be quite obvious after all:$\newcommand{\A}{\mathcal{A}}\newcommand{\M}{\mathcal{M}}$
Thanks to drhab for filling in what I was missing.