Let $I$ be a set. A pair $(G,\epsilon)$ consisting of a abelian group $G$ and a map $\epsilon:I \to G$ is called a free abelian group over $I$ if and only if for all abelian groups $H$ and maps $\phi : I \to H$, there exists a unique homomorphism $\varphi: G \to H$, such that $\varphi\circ \epsilon = \phi$. Show for every set $I$ there exists a free abelian group over $I$ which is unique up to isomorphism.
I have a question about the construction of $G$.
My initial thought was to take finite linear combinations of elements of I and we define addition in the same way we add vectors over linear space and $\epsilon$ would simply be the inclusion map. Is there a reason why this construction does or does not work?
This does seem like the most obvious approach but the textbook I read actually defines $G$ to be the set of functions from $I \to Z$ which are finitely supported (each function takes the $0$ value for all but finitely many elements of $I$). This approach is definitely not intuitive or obvious at all.
What is the reason for this contruction instead?
Your idea, and the contruction from the textbook are pretty much the same thing. Suppose we have a function $f:I\to\mathbb{Z}$ with finite support. For each $i\in I$ let's write $f(i)=n_i$. Then we can denote $f$ as a formal sum:
$f=\sum\limits_{i\in I} n_i\cdot i$
And so we indeed get a formal "finite linear combination" of the elements of $I$ over $\mathbb{Z}$.
What's the problem with just defining $G$ as the set of such formal combinations? Well, many authors would just do it like this. But the question is, what is a formal linear combination? How do you formally define such a thing? If you think about it for a moment, it's not very clear how to give a mathematical definition for this object. On the other hand, a function $I\to\mathbb{Z}$ with compact support is indeed a mathematical object which we know how to define. And the formal linear combinations are just notations for such functions, as I described.
Same thing happens with polynomials. In most books a polynomial over a field $F$ (or over a ring, doesn't matter) is defined as a formal sum of the form $\sum\limits_{i=0}^n a_ix^i$. That's indeed how we think of polynomials. But again, this definition is not very formal. When I teach a course in algebra, I always define a polynomial as a function $\mathbb{N}\to F$ with compact support, and the "formal sums" are just a good notation.