How to prove that square-summable sequences form a Hilbert space? Let $\ell^2$ be the set of sequences $x = (x_n)_{n\in\mathbb{N}}$ ($x_n \in \mathbb{C}$) such that $\sum_{k\in\mathbb{N}} \left|x_k\right|^2 < \infty$, how can I prove that $\ell^2$ is a Hilbert space (with dot-product $\left(x,y\right) = \sum_{k\in\mathbb{N}} x_k\overline{y_k}$). This is a standard textbook exercise: apparently this is easy and, even to me, it seems self-evident. However, I don't know what to do with the infinite sum.

This is more of an addendum for later, when you dig deeper into functional analysis: 
Complex analysis tells us, that every holomorphic function can be represented by its Taylor series, locally. Actually, the space of square summable complex numbers is, as a Hilbert space, isomporph to all holomorphic functions on the unit disc $D := \{ z \in \mathbb{C}, |z| \le 1 \}$, that are square integrable:
$$
\int_D |f(z)|^2 dz \le \infty
$$ 
with the obvious scalar product
$$
(f, g) = \int_D \bar f (z) g(z) dz 
$$
via the mapping
$$
f(z) \to \sum_{i = 0}^{\infty} a_i z^i
$$
and vice versa.
It may help to compare the proof of the Hilbert space axioms for the space of sequences with the proof of the axioms for the function space (the latter needs some "advanced" knowledge of complex calculus). Some may seem to be easier, some more involved. For example it is easy to see that the scalar product actually is a scalar product, without the need to handle infinite sums.
