A group of order 5 is proven to be Abelian because it is cyclic, as every group of prime order is cyclic. The discussion emphasizes the importance of Lagrange's Theorem, which states that the order of a subgroup must divide the order of the group. By selecting any non-identity element in the group, one can show that it generates the entire group, confirming its cyclic nature. The conversation also highlights the necessity of understanding cosets, which are introduced in later sections of their study material. Mastering these concepts will simplify the proof that groups of prime order are Abelian.