I was reviewing the proof of Baire's theorem I saw in class a few days ago, and there's an assumption that I didn't managed to see where it was used. I'll put here the proof given.
Theorem (Baire) : Let $(X,\tau)$ be a compact Hausdorff space. Then given a sequence $\{\Omega_n\}_{n \geq 0}$ of open dense sets, $\bigcap_{n \geq 1}\Omega_n$ is dense.
Proof: Without loss of generality, we can suppose that $\Omega_n \supseteq \Omega_{n+1}$ for all $n \geq 0$. $\color{blue}{(\ast)}$
Let $W \in \tau \setminus\{\varnothing\}$. We must show that $W \cap \left(\bigcap_{n \geq 1}\Omega_n\right)\neq \varnothing$. Recall that every compact Hausdorff space is $T_3$.
We have that $W \cap \Omega_0$ is a non-empty open set. So take $x_0 \in W \cap \Omega_0$. Then exists $V_0 \in \tau$ such that: $$x_0 \in V_0 \subseteq \overline{V_0}\subseteq W \cap \Omega_0.$$
Now $V_0 \cap \Omega_1$ is again a non-empty open set. So take $x_1 \in V_0 \cap \Omega_1$. Then exists $V_1 \in \tau$ such that: $$x_1 \in V_1 \subseteq \overline{V_1}\subseteq V_0 \cap \Omega_1.$$
Now $V_1 \cap \Omega_2$ is again a non-empty open set. Proceeding we get points $\{x_n\}_{n \geq 0}$ and open sets $\{V_n\}_{n \geq 0}$ such that: $$x_n \in V_n \subseteq\overline{V_n} \subseteq V_{n-1}\cap \Omega_n, \quad \forall\,n \geq 1.$$
By compactness of $(X,\tau)$, $\bigcap_{n \geq 0}\overline{V_n} \neq \varnothing$. Take $b$ in this intersection. So $b \in \overline{V_n}$ for all $n$. So: $$\overline{V_0}\subset W \cap \Omega_0 \implies b \in W \text{ and }b \in \Omega_0.$$Also, $$\overline{V_n}\subset V_{n-1}\cap \Omega_n \subset \Omega_n, \quad \forall\,n \geq 1 \implies b \in \Omega_n,\quad \forall\,n \geq 1.$$ So, $b \in W$ and $b \in \bigcap_{n \geq 0}\Omega_n$, hence $W \cap \left(\bigcap_{n \geq 1}\Omega_n\right)\neq \varnothing$ and we're done.
I can understand why we can assume $\color{blue}{(\ast)}$, but I don't see where $\color{blue}{(\ast)}$ was used in the proof. Can someone clarify this for me and give an input on this proof, please? Thanks.
In fact $\color{blue}{(*)}$ isn’t really used in the proof. Since you choose $V_n$ so that $\operatorname{cl}V_n\subseteq V_{n-1}\cap\Omega_n$, an easy induction shows that for each $n\ge 0$ we have $\operatorname{cl}V_n\subseteq\bigcap_{k\le n}\Omega_k$ even if the sets $\Omega_k$ aren’t nested. Assuming that they are nested just means that we don’t have to do the induction: it makes the fact that $\operatorname{cl}V_n\subseteq \bigcap_{k\le n}\Omega_k$ an automatic consequence of the choice of $\operatorname{cl}V_n\subseteq\Omega_n$.