Take X1 = 0 vector; and all other constants besides C1 to be zero.
(C1)(0) + (0)(X2) + ... +(0)(Xn) = 0
In this case, C1 does not have to be equal to 0, it could be any number. In order for them to be independent, c1=c2=cn=0; since c1 does not equal 0 therefore they're dependent.
This is the way my professor described it to me, hopefully this helps.