[guided]We must show that the ideal attached to a nonempty projective algebraic set has exactly the algebraic properties appearing in the statement: homogeneous, proper, radical, and saturated.
The homogeneity is built into the definition. We defined $I_+(X)$ degree by degree:
\begin{align*}
I_+(X)_d := \{F\in S_d : F(a)=0 \text{ for every } [a]\in X\}.
\end{align*}
Thus $I_+(X)$ is a [direct sum](/page/Direct%20Sum) of homogeneous pieces. It is proper because $X$ has at least one point. If $[a]\in X$, then the constant polynomial $1$ satisfies $1(a)=1$, so $1$ does not vanish on $X$. Therefore
\begin{align*}
1\notin I_+(X).
\end{align*}
For radicality, the clean way to avoid ambiguity about evaluating nonhomogeneous polynomials on projective points is to pass to the affine cone. Define
\begin{align*}
C(X):=\{0\}\cup \{\lambda a\in k^{n+1}: \lambda\in k,\ [a]\in X\}.
\end{align*}
The affine vanishing ideal $I(C(X))$ is radical because if $G^r$ vanishes at every point of $C(X)$, then for every $b\in C(X)$ one has
\begin{align*}
G(b)^r=0.
\end{align*}
Since $k$ is a field, this implies $G(b)=0$ for every $b\in C(X)$, so $G\in I(C(X))$.
Now compare $I(C(X))$ with $I_+(X)$. If $F$ is homogeneous and vanishes on $X$, then for every $\lambda\in k$ and every representative $a$ of a point of $X$,
\begin{align*}
F(\lambda a)=\lambda^{\deg F}F(a)=0.
\end{align*}
So $F$ vanishes on the whole cone $C(X)$. Conversely, if a homogeneous form vanishes on $C(X)$, then it vanishes on every representative of every point of $X$. Hence the homogeneous elements of $I(C(X))$ are precisely the homogeneous elements of $I_+(X)$, and because $C(X)$ is closed under scalar multiplication the ideal $I(C(X))$ is homogeneous. Therefore
\begin{align*}
I(C(X))=I_+(X).
\end{align*}
This proves that $I_+(X)$ is radical.
It remains to prove saturation. Let $f\in I_+(X):S_+^\infty$. By definition, there is an integer $m\in\mathbb N$ such that
\begin{align*}
fS_+^m\subseteq I_+(X).
\end{align*}
Because the ideals involved are homogeneous, it suffices to prove that every homogeneous component of $f$ lies in $I_+(X)$; equivalently, we may assume $f$ itself is homogeneous. Fix a point $[a]\in X$. Since $[a]$ is a projective point, at least one coordinate is nonzero. Choose $i\in\{0,\dots,n\}$ with $a_i\ne 0$. The monomial $x_i^m$ lies in $S_+^m$, so
\begin{align*}
fx_i^m\in I_+(X).
\end{align*}
Evaluating at the representative $a$ gives
\begin{align*}
f(a)a_i^m=0.
\end{align*}
Since $a_i\ne 0$, also $a_i^m\ne 0$, and therefore $f(a)=0$. This holds for every $[a]\in X$, so $f\in I_+(X)$. We have proved
\begin{align*}
I_+(X):S_+^\infty\subseteq I_+(X).
\end{align*}
The opposite inclusion always holds for an ideal and its saturation, hence
\begin{align*}
I_+(X)=I_+(X):S_+^\infty.
\end{align*}[/guided]