[guided]We first use the torus part of the representation, because compact tori have completely reducible one-dimensional character behavior. Define the restricted representation
\begin{align*}
\rho_T:T\to GL(V)
\end{align*}
by $\rho_T(t):=\rho(t)$ for $t\in T$. The compact-torus decomposition used here follows directly from unitary diagonalization: average a Hermitian inner product over $T$, observe that the operators $\rho_T(t)$ are commuting normal operators, and diagonalize them simultaneously.
This decomposes $V$ by group characters of $T$. Thus there is a finite set $\Gamma\subset X^*(T)$ such that, for
\begin{align*}
E_\chi:=\{u\in V:\rho_T(t)u=\chi(t)u\text{ for every }t\in T\},
\end{align*}
one has
\begin{align*}
V=\bigoplus_{\chi\in\Gamma}E_\chi.
\end{align*}
The construction also gives $E_\chi\ne\{0\}$ for $\chi\in\Gamma$ and no nonzero eigenspace for torus characters outside $\Gamma$.
The statement of the present theorem uses infinitesimal weights, so we must connect the two conventions. For a character $\chi\in\Gamma$, define $\nu_\chi\in\mathfrak t_{\mathbb C}^*$ to be the complex-linear extension of the differential $d\chi_e:\mathfrak t\to\mathbb C$. If $u\in E_\chi$, then for every $Y\in\mathfrak t$ and every real $s$, the character equation gives
\begin{align*}
\rho_T(\exp_T(sY))u=\chi(\exp_T(sY))u.
\end{align*}
Differentiating this identity at $s=0$ gives
\begin{align*}
d\rho_{\mathbb C}(Y)u=d\chi_e(Y)u.
\end{align*}
After complex-linear extension from $\mathfrak t$ to $\mathfrak t_{\mathbb C}$, this says $u\in V_{\nu_\chi}$. Hence $E_\chi\subset V_{\nu_\chi}$.
Conversely, suppose $u\in V_{\nu_\chi}$. Fix $Y\in\mathfrak t$ and define
\begin{align*}
f_Y:\mathbb R\to V
\end{align*}
by
\begin{align*}
f_Y(s):=\rho_T(\exp_T(sY))u.
\end{align*}
Because $u$ has infinitesimal weight $\nu_\chi$, differentiating the orbit curve gives
\begin{align*}
f_Y'(s)=\nu_\chi(Y)f_Y(s).
\end{align*}
The scalar multiple curve $s\mapsto \exp(s\nu_\chi(Y))u$ satisfies the same linear ordinary differential equation and the same initial condition at $s=0$. Uniqueness for linear ordinary differential equations therefore gives
\begin{align*}
\rho_T(\exp_T(sY))u=\exp(s\nu_\chi(Y))u=\chi(\exp_T(sY))u.
\end{align*}
The exponential map of a compact torus is surjective, so every $t\in T$ has the form $t=\exp_T(Y)$ for some $Y\in\mathfrak t$. Hence $\rho_T(t)u=\chi(t)u$ for every $t\in T$, and $u\in E_\chi$. We have proved $E_\chi=V_{\nu_\chi}$. If two characters $\chi,\psi\in\Gamma$ had the same infinitesimal weight, then the preceding equality would give $E_\chi=E_\psi$. Since the torus-character decomposition is direct and both spaces are nonzero, this forces $\chi=\psi$. Thus the passage from torus characters in $\Gamma$ to infinitesimal weights in $\Omega$ does not identify two distinct nonzero summands.
Now define
\begin{align*}
\Omega:=\{\nu_\chi:\chi\in\Gamma\}\subset\mathfrak t_{\mathbb C}^*.
\end{align*}
The preceding identification turns the torus-character decomposition into the infinitesimal-weight decomposition
\begin{align*}
V=\bigoplus_{\nu\in\Omega}V_\nu.
\end{align*}
Finally, we record the point needed later: $\Omega$ is the full set of nonzero infinitesimal weights. Indeed, if $u\in V_\eta$ and $u=\sum_{\chi\in\Gamma}u_\chi$ with $u_\chi\in E_\chi=V_{\nu_\chi}$, then for every $H\in\mathfrak t_{\mathbb C}$ we get
\begin{align*}
\sum_{\chi\in\Gamma}(\nu_\chi(H)-\eta(H))u_\chi=0.
\end{align*}
Since the sum is direct, each nonzero $u_\chi$ must satisfy $\nu_\chi=\eta$. Thus if $\eta\notin\Omega$, every component $u_\chi$ is zero and $u=0$. Therefore $V_\eta=\{0\}$ for all $\eta\notin\Omega$. The nonzero hypothesis on $V$ then ensures that $\Omega$ is nonempty.[/guided]