\!First of all, thanks a lot for your feedback.
I kinda guess that I cannot really express what I find out, so I am going to write the "proof" with logical symbols (I "learned" how to prove something froma book that strongly emphasize this kind of approach).

Maybe this should clear I came out with what I wrote, in order to find out if the problem is with my thoughts or with my way of expressing thoughts.
So, that's what we have (in that book, those are called
givens):
1. \forall x,y \in X (xPy \rightarrow \neg yPx) [Asymmetry]
[1.]
2. \forall x,y \in X (xRy \leftrightarrow \neg yPx) [Definition of R]
[2.]
What we have to prove (let's call it our
goal):
\forall x,y \in X (xRy \vee yRx)
[G1]
So let's take x and y arbitrary. Let's call them a and b.
Our goal is now aRb \vee bRa, which is the same as \neg aRb \rightarrow bRa. So, assuming \neg aRb (it goes in the list of our givens as
[3]), we have to prove bRa, from now on the new goal
[G2].
So, from now on, we play with
Universal instantiation and
Modus Tollens:
i) we take a and b and we put them in the second given (the definition of R). The result is
aRb \leftrightarrow \neg bPa,
[4.1]
which can be split in the two other givens
aRb \rightarrow \neg bPa
[4.1a]
\neg bPa \rightarrow aRb
[4.1b]
Considering our assumption \neg aRb, we get from
[4.1b] with Modus Tollens bPa, that becomes our given
[5.].
ii) we take our given
[1.], which is the asymmetric property, and again we use universal instantiation, obtaining
aPb \rightarrow \neg bPa,
that along with our given
[5.], using Modus Tollens again, gives us the new given
\neg aPb
[6.]
The last step is to use Universal Instantiation in our given
[2.] the other way around. So we get
bRa \leftrightarrow \neg aPb
Usign Modus Pollens in this case give us our desired result, which is bRa.