Let $G$ be the additive group of the sequences $(a_n)_{n\ge 1} \subset \mathbb{Z}$ and let $f:G \to \mathbb{Z}$ be a group homomorphism. We denote by $e_i$ the sequence $(0,0,...,0,1,0,0...)$ (we just have a $1$ on the $i$-th position, everything else is zero). Show that the set $\{i\ge 1 | f(e_i) \ne 0\}$ is finite.
I thought that I should consider the set of sequences of finite support i.e. the subgroup generated by the $e_i$s. Let's denote it by $H$. We have that $f(H)$ is a subgroup of $\mathbb{Z}$, so $f(H)=m\mathbb{Z}$ for some integer $m$. We also have that $f(G)=n\mathbb{Z}$ for some positive integer $n$. But I don't know how to proceed any further. I think that we should aim for a contradiction. I can only think about something having to do with divisibility, but I don't know.
This is a proof which is completely elementary (although not too simple). The idea is to prove that, for $n$ sufficiently big, $f(e_{n})=0$.
Consider a sequence of the kind $x=(2^{n_{1}},2^{n_{2}},...)$, where $(n_{i})$ is an increasing sequence of natural numbers (I'll explain later how I'm going to choose that sequence). For every $k$, we have
$$ f(x)=f(2^{n_{1}},...,2^{n_{k}},2^{n_{k+1}},...)=\sum_{i=1}^{k}2^{n_{i}}f(e_{i})+f(0,...,0,2^{n_{k+1}},2^{n_{k+2}},...)=\sum_{i=1}^{k}2^{n_{i}}f(e_{i})+2^{n_{k+1}}f(0,...,0,1,2^{n_{k+2}-n_{k+1}},2^{n_{k+3}-n_{k+1}},...). $$
Call $b_{k}=f(0,...,0,1,2^{n_{k+2}-n_{k+1}},2^{n_{k+3}-n_{k+1}},...)$, so that
$$f(x)=\sum_{i=1}^{k}2^{n_{i}}f(e_{i})+2^{n_{k+1}}b_{k}.$$
Therefore,
$$b_{k}=\dfrac{1}{2^{n_{k+1}}}\left[f(x)-\sum_{i=1}^{k}2^{n_{i}}f(e_{i})\right].$$
Now, applying the Triangle Inequality,
$$|b_{k}|\leq \dfrac{1}{2^{n_{k+1}}}\left[|f(x)|+\sum_{i=1}^{k}2^{n_{i}}|f(e_{i})|\right].$$
By choosing $(n_{i})$ appropriately, we can make the right hand side of the above inequality tend to $1/2$. Simply choose by recursion the sequence so that for every $k$,
$$\sum_{i=1}^{k}2^{n_{i}}|f(e_{i})|<\dfrac{1}{2}2^{n_{k+1}},$$
and we have convergence to $1/2$. Since $b_{k}$ is an integer for every $k$, we have $b_{k}=0$ for $k\geq N$ ($N$ being a sufficiently large natural number).
Now, simply notice that $b_{k}=f(e_{k+1})+2^{n_{k+2}-n_{k+1}}b_{k+1}$ (this follows directly from the definition of $b_{k}$). Using this, we deduce immediately that $f(e_{k})=0$ for large $k$.
Hope this helps!