A differential equation is linear if none of the terms are being squared, cubed, square rooted, etc. Schrodinger's equation is linear because the wavefunction isn't being raised to any power, and neither is its second derivative.
For a linear system of equations (not necessarily differential equations), if you know that A and B are both solutions, all linear combinations of A and B must also be solutions. Here, you need to prove that if ψ is a solution to Schrodinger's equation, so is ψ*. Then you'll know that ψ+ψ* and i(ψ−ψ∗) are also solutions to Schrodinger's equation. But these are both real, which completes the proof.