It's good to get practice with proofs in a pretty easy setting (like naive set theory), first, where there's no real difficulty in coming up with ideas, so that you can focus on getting used to logical arguments, things like proof by contradiction, working backwards from your goal and so on.
Another aspect of doing proofs is that you have to understand the concepts. That's where the ideas come from. Span, basis, dimension, linear independence, subspaces, linear transformations. Those are the main ones. It's a good idea to start by thinking about the simplest cases (here, that pretty much means dimensions 1-3, where you can visualize it all).
The intuition behind these concepts might not be spelled out very well in books. Usually, linear independence is defined by some equation that says a set of vectors is linearly independent if the coefficients are zero whenever the whole thing is zero. That's something you have to know, but it doesn't give you a good intuitive feel for the concept. To get a good intuitive feel, you have to see it sort of visually and think of low-dimensional examples. It's not always obvious how to do that. Two vectors are linearly independent if they span a plane, instead of a line. Another way to think of linear independence is that if a bunch of vectors are linearly dependent, you can throw some out without changing the span. But if they are linearly independent, throwing any vectors out will make them span a smaller space. You have to play these kinds of games in order to really understand linear algebra.
As for where to begin, you want to figure out what it is you are trying to prove and work backwards from there. Then, once you have figured that out, you can look at what you are given and see what you can do with it to work towards that goal.