First, I apologize if my question is meaningless as it's often the case with this kind of question. I'll try to describe what bothers me in the best level of detail I can and I completely understand if there turns out to be no "answer". I frequently feel the need for a "narrative" of why the concepts were organized/constructed the way they are.
I've done a basic course in linear algebra - as it is customary - it was focused on computations and now I am doing the more mature course in linear algebra. I got a bit lost when I read about linear functionals. Precisely, why do we need them and why do the authors frequently say they are very important?
My guess is the following: We are trying to write linear algebraic ideas completely in terms of linear transformations. I guess this is the case because the vectors are defined as:
$$\textbf{x}=\sum_i a_i(\textbf{x}) \textbf{x}_i$$
Where $a_i(\textbf{x})$ are linear functionals, instead of:
$$\textbf{x}=\sum_i a_i \textbf{x}_i$$
Where $a_i$ are "merely" elements of the base field.
My new doubt is (supposing my guess is correct): What do we gain with this? They seem equivalent to me but it seems there is a description of the interaction between the two vector spaces $\Bbb{V}$ and $\Bbb{V}^*$ and also a description of what happens on $\Bbb{V}^*$ when we apply a linear transformation on $\Bbb{V}$. Why couldn't we go along with the second interpretation I gave? Perhaps, what we "gain" is that there is a simple description when we make changes between two radically different vector spaces and these changes are more easily "trackable" when everything is written in terms of linear transformations?
Your guess is a large part of the reason; algebraists prefer maps to elements. See the discussion of duals and compact categories in the Rosetta stone.
On a more concrete level, if you work over a commutative ring (rather than a field), the statements
and
(where, in both cases, $I$ is a fixed finite set, and the $\mathbf{x}_i$ are fixed vectors independent of $\mathbf{x}$) are not equivalent. The former statement holds if and only if your module is projective finitely generated (with $\left(\mathbf{x}_i\right)$ and $\left(a_i\right)$ being "dual generating systems"), whereas the latter holds if and only if your module is finitely generated. So requiring the coefficients $a_i$ to follow a global linear pattern, versus allowing them to arbitrarily depend on $\mathbf{x}$, makes a difference.