Wikipedia, explains the basic algorithm of eratosthenes and several pages such as this, explain the refinements made on the sieve. But the thing I'm having a hard time to find is:
Why does the next number after the smallest prime being crossed out with its multiple have to be a prime? Is there a proof for this?
For example:
in the set s = {2,3,4,5,6,7,8,9}, after crossing out all the multiples of 2 (including 2 itself), why does 3 have, to be a prime?
By induction:
Assume you have found all primes smaller than $n$. All the multiples of these primes have been struck out.
If $n$ is composite, it has a nontrivial prime factor smaller than itself and it is struck out. So it $n$ remains, it must be a prime.
Then you have found all primes smaller than $n+1$.