Let $W$ be a well ordered set, and let $Q \subset W$. If $[ W(x) \subset Q] \Rightarrow [ x \in Q]$ for each $x \in W$, then $Q = W$.
For each $a \in W$, the set $W(a) = \{x \in W; (x\prec a) \land (x\ne a)\}$ is the initial interval determined by a.
The proof given is Dugundji's book is the following.
Proof: The first element, $0$, of $W$ is in $Q$, since $\emptyset = W(0) \subset Q$, and evidently there can be no first among the elements not in $Q$.
Let $0$ be the first element of $W$, I can easily show that $0 \in Q$. Further I am not understanding what he wants to prove. Please help me. Thank you

Assume that $W\setminus Q\ne\emptyset$.
Since $W$ is well-ordered and $W\setminus Q$ is non-empty, there exists the smallest element $x=W\setminus Q$.
Can you explain why then $W(x)\subseteq Q$? Can you see how this leads to a contradiction?
BTW this is called induction on well-ordered set. See, for example, ProofWiki.