I'm using the following definition for Big-O:
$f(x)$ is $O(g(x))$, when $x \rightarrow a$, if
$\exists \space M > 0$ and $\delta > 0$ s.t.
$|f(x)| \leq M|g(x)|$ when $|x-a| < \delta$
Now for example for the function $f(x)=xsin(x)$ it's easy to show that:
Let $M = 1$.
Then $\forall x \in \mathbb{R}$
$$|f(x)| = |x||sin(x)|≤|x|\cdot 1=M|x|$$
i.e. $f(x)$ is $O(x)$, when $x \rightarrow 0$.
But what did/do I need the $\delta$ and the inequality $|x-0|=|x|< \delta$ for?