Here's what we want to prove: $\forall$x$\in$$\mathbb{R}$$(x=0)$ $\vee$ $\forall$x$\in$$\mathbb{R}$$(x$ $\ne$ $0)$ .
We know that $\forall$x$\in$$\mathbb{R}$ $(x=0$ $\vee$ $x$ $\ne$ $0)$.
Now, let x be arbitrary. We know that either $x=0$ or $x$ $\ne$ $0$. Let's assume $x=0$. Then, since $x$ was arbitrary, we have $\forall$x$\in$$\mathbb{R}$$(x=0)$.
If $x$ $\ne$ $0$, then again, since it was arbitrary, we have $\forall$x$\in$$\mathbb{R}$$(x$ $\ne$ $0)$.
Thus, in either case we have $\forall$x$\in$$\mathbb{R}$$(x=0)$ $\vee$ $\forall$x$\in$$\mathbb{R}$$(x$ $\ne$ $0)$.
well, I know that the error is in "Then, since $x$ was arbitrary, we have..." i just don't know how to explain to myself why this is logically incorrect.
If you intend to prove a statement of the form $\forall x \in M : P(x)$, where $P$ is some statement, then you may prove it in the following way:
Let $x \in M$ be arbitrary. Then some arguments follow...and therefore we assert $P(x)$. Since x was arbitrary, the statement follows.
What you do in the proof is different. You prove only one part of $P(x)$ and then take a new $x$. Your Since $x$ was arbitrary comes too early, since you have only treated the first case.
The right way would be to say: "Take an arbitrary $x$, then we have two cases. Case 1: $x=0$. Case 2: $x\neq 0$". And you first have to get through with both cases before saying that it now follows for every $x$. Then you see that you can't prove the obviously wrong statement.