I know that $$n!\sim_\infty \left(\frac{n}{e}\right)^n\sqrt{2\pi n},$$ and thus $$\ln(n!)\sim_\infty \ln\left\{\left(\frac{n}{e}\right)^n\sqrt{2\pi n}\right\}.\tag{*}$$
But why does it implies $$\ln(n!)=n\ln(n)-n+\frac{1}{2}\ln(2\pi n)+o(1) \ \ ?$$
For me $(*)$ gives us $$\ln(n!)=n\ln(n)-n+\frac{1}{2}\ln(2\pi n)+o\left(\ln\left\{\left(\frac{n}{e}\right)^n\sqrt{2\pi n}\right\}\right),$$ and since $$\lim_{n\to \infty }\ln\left\{\left(\frac{n}{e}\right)^n\sqrt{2\pi n}\right\}\neq 0,$$ why do we have this $o(1)$ at the end ?
Your calculus is incorrect. The asymptotic equality $f(n)\sim g(n)$ is equivalent to $f(n)= g(n)\cdot (1+o(1))$. Taking logarithm yields the equivalent condition $\log f(n) = \log g(n) + \log (1+o(1))$. To finish the proof, note that $\log (1+o(1))= o(1)$. So to sum up: $\log f(n) = \log g(n) + o(1)$.