Why does
$\lim_{n\to ∞} \frac{1}{\sqrt x} \mathbb{1}_{[2^{-n-1},2^{-n}]}$
converge pointwise to $0$? I thought that the function isn't defined for $0$ when ${n\to ∞}$, because the set of the indicator function is equal to $0$ then. I would greatly appreciate it, if someone could explain this to me. Thank you very much!
There are two issues here : how the functions are defined and whether they converge pointwise.
Definition of the function
As @TonyK points out, the expression given for $f_n(x) = \frac{1}{x} 1_{[2^{-n-1},2^{-n}]}(x)$ is ill-defined if $x\leq 0$. However, because there is the indicator function whose support is included in $(0,+\infty)$, it is understood implicitly that $f_n(x) =0$ when $x\leq 0$. It is a convention.
Is it rigorous ? Strictly speaking, no, but this kind of implicit convention are everywhere in math. IMHO, what matters is that the reader with the appropriate math background is able to make it fully rigorous himself.
Pointwise convergence
If $x$ is real, then $f_n(x)$ is non zero iff $2^{-n-1} \leq x \leq 2^{-n}$ ie iff $-\log_2(x)-1 \leq n \leq -\log_2(x) $. Therefore, for $x$ fixed and $n$ large enough, we have $f_n(x)= 0$. In particular: $$\forall x\in \mathbb R, \lim_{n\to +\infty} f_n(x) = 0$$
This is what is meant by "$(f_n)$ converges pointwise to the zero function".