I'm trying to prove that:
The set of all lines in $\mathbb{C}^{n+1}$ ($\mathbb{C}\mathbb{P}(n)$) is a complex manifold.
I'm knowing that:
If a compact group $G$ acts on $X$ transitively and for one $e\in X$ we have $H=\{g\in G\mid g.e=e\}$ then $X$ is a complex manifold.
So I just need compactness of $GL(n+1,\mathbb{C})$.
There is a way to salvage your proof. The unitary group $$U(n+1) = \{ A \in GL(n+1,\mathbb{C}): A^* A = A A^* = I \}$$ is a compact group and acts transitively on $\mathbb{CP}^n$. (Here, $A^*$ denotes the conjugate transpose of $A$.) Recall that an $n \times n$ complex matrix is unitary if and only if its columns give an orthonormal basis of $\mathbb{C}^n$.
To show $U(n+1)$ is compact, show that is a closed subset of $\mathbb{C}^{(n+1)^2}$ and contained in the compact set $$\{A = (a_{ij}) \in \mathbb{C}^{(n+1)^2} : \sum_{i,j} a_{ij} a_{ij}^* \leq n + 1\}.$$
To see that it acts transitively on $\mathbb{CP}^n$, let $\ell_1$ and $\ell_2$ be two lines in $\mathbb{CP}^n$ spanned by the unit vectors $v_1$ and $v_2$, respectively. Complete each vector to an orthonormal basis of $\mathbb{C}^n$ using the Gram-Schmidt algorithm to produce unitary matrices $U_1$ and $U_2$ such that $v_i$ is the first column of $U_i$ for $i = 1,2$. Then the unitary matrix $U = U_2 U_1^{-1}$ sends $v_1$ to $v_2$ and hence $\ell_1$ to $\ell_2$.