I'm rather new to the concept of proving and I am currently thinking about the proof by contradiction. I will give an example later on.
If we, lets say, have a set $M$ and we want to show that $\forall x\in M \lnot P(x)$ where $P(x)$ is some property. Would my following thought be sufficient?
"We prove the this statement by contradiction by assuming that $\forall x\in M,\;P(x)$ holds. Then we give an counter example, so now it clearly doesn't hold for all x."
Real example: Let's try to prove that the relation "<" is not reflexive.Let $x \in \mathbb{R}$ We assume that it is reflexive but we can clearly see that x < x is not the case so we're done?
"We prove the this statement $\big( \forall x \in M(\lnot P(x)\big)$ by contradiction by assuming that $\forall x\in M,\;P(x)$ holds. Then we give an counter example, so now it clearly doesn't hold for all x."
No. That's not correct.
$$\forall x \in M\;(\lnot P(x))\equiv \lnot \exists x \in M\;(P(x))$$ So the negation of the statement (for the sake of contradiction), is given by $$\exists x\in M\;(P(x))$$
You might want to think about using an example of a predicate P that involves only one argument: For example, let M represent the set of all even numbers. Let $P(x)$ denote "x is odd."
Then certainly, $$\forall x\in M(\lnot P(x)),$$ which is equivalent to $$\lnot \exists x\in M (P(x))$$ Which says: There are no even numbers that are odd." If you want to prove this by assuming its negation, then you would assume: "There exists an even number that is odd." $$\exists x \in M\;(P(x)).$$ It is easily seen that this statement arrives at a contradiction, by definition of an even/odd number.
Your example is not appropriate for a predicate with $x$ as its only argument. If we use $P(x, y)$ to mean "$\;x\lt y,$" then reflexivity would require that $\forall x \in M (P(x, x))$.
(Note that reflexivity is not a property of or assigned to $x \in M$. It is a property of the relation $P$ on $M$, which here is a total order relation given by <.)
The relation $P$, to be reflexive, demands that $\forall x \in M(P(x, x)).$ But clearly, given $P(x, x) = x \lt x$, we are correct to say that $\forall x \in M(\lnot P(x, x)),$ precisely because a number x can not be less than itself.
To force a contradiction, you'd need to assume that, $\exists x \in M(P(x,x)).$ "There is an element x in M such that $x \lt x$". Which is absurd, because there is no real, rational or irrational nor any integer