[guided]We now prove that the roots do not miss any direction in $\mathfrak{h}^*$. Define
\begin{align*}
V
=
\operatorname{span}_k(\Phi)\subseteq\mathfrak{h}^*.
\end{align*}
Assume, for contradiction, that $V\neq\mathfrak{h}^*$. Since $\mathfrak{h}$ is finite-dimensional, this means there is a nonzero vector $h_0\in\mathfrak{h}$ annihilated by every functional in $V$. In particular,
\begin{align*}
\alpha(h_0)=0
\end{align*}
for every root $\alpha\in\Phi$.
We show that $h_0$ commutes with every element of $\mathfrak{g}$. First, if $x\in\mathfrak{h}$, then
\begin{align*}
[h_0,x]=0
\end{align*}
because $\mathfrak{h}$ is abelian. Second, if $x\in\mathfrak{g}_{\alpha}$ for some $\alpha\in\Phi$, then the defining property of the root space gives
\begin{align*}
[h_0,x]=\alpha(h_0)x.
\end{align*}
But $\alpha(h_0)=0$, so
\begin{align*}
[h_0,x]=0.
\end{align*}
The root space decomposition already proved says that every $y\in\mathfrak{g}$ has a unique decomposition
\begin{align*}
y
=
x_0+\sum_{\alpha\in\Phi}x_{\alpha},
\end{align*}
where $x_0\in\mathfrak{h}$, $x_{\alpha}\in\mathfrak{g}_{\alpha}$, and all but finitely many $x_{\alpha}$ are zero. By bilinearity of the Lie bracket,
\begin{align*}
[h_0,y]
=
[h_0,x_0]+\sum_{\alpha\in\Phi}[h_0,x_{\alpha}]
=
0.
\end{align*}
Define the center of $\mathfrak{g}$ by
\begin{align*}
Z(\mathfrak{g})
=
\{z\in\mathfrak{g}:[z,y]=0\text{ for every }y\in\mathfrak{g}\}.
\end{align*}
Thus $h_0\in Z(\mathfrak{g})$.
A semisimple Lie algebra has zero center. To justify this, define the solvable radical of $\mathfrak{g}$ to be the largest solvable ideal of $\mathfrak{g}$. If $z\in Z(\mathfrak{g})$, then the one-dimensional subspace $kz$ is an ideal because $[y,z]=0\in kz$ for every $y\in\mathfrak{g}$. It is abelian, hence solvable, so it is contained in the solvable radical of $\mathfrak{g}$. Semisimplicity means that this solvable radical is zero. Therefore $Z(\mathfrak{g})=\{0\}$, and so $h_0=0$. This contradicts the construction of $h_0$ as a nonzero element of $\mathfrak{h}$. Hence $V=\mathfrak{h}^*$.[/guided]