If $X$ is a point, then $H_n(X)=0$ for $n>0$.
I understand the part that $H_0(X)\simeq\mathbb{Z}$.
What confuses me a lot is:
In the proof below, how can we have $\mathbb{Z}$ for all the chain groups $C_i(X)$? If $X$ is a point, then shouldn't it be only $C_0(X)=\mathbb{Z}$ and $C_i(X)=0$ for $i>0$? In other words, a point is a 0-simplex, how can we have 1-simplex, 2-simplex and so on since we don't have a line, a 2-dimensional ball etc..
Another of my doubt is why exactly $\partial(\sigma_n)$ is zero when $n$ is odd and $\sigma_{n-1}$ when $n$ is even? And why can there be some isomorphism boundary maps?
I have been spending too much time on this proof. Could someone please give some light?
Thanks.

Look at some simple cases the only 1 simplex is $[a,a]$ where $a$ is your point. So $$\partial [a,a]=a-a=0.$$ Now look at $2$ simlplex, $[a,a,a]$ $$\partial [a,a,a]=a-a+a=a$$. So you get isomorphisms alternating with the zero map.