Any function on $[-1,1]$ whether continuous or not can be expanded in a series of Legendre polynomials. That is the same as saying that $\{P_n\}$ form a basis for this kind of expansions. Now $\{P_n\}$ is also an orthogonal basis, meaning that $\int_{-1}^{1} P_n(x)P_m(x)dx = 0$ if $n \neq m$.
This helps us determining the values $\alpha_j$: suppose $f(x) = \sum_{j=0}^{\infty} \alpha_j P_j(x)$, then
$$\int_{-1}^{1} P_n(x)f(x)dx = \int_{-1}^{1} P_n(x)\sum_{j=0}^{\infty} \alpha_j P_j(x) dx = \sum_{j=0}^{\infty} \alpha_j \int_{-1}^{1} P_n(x)P_j(x)dx = \\\alpha_n \int_{-1}^{1} P_n^2(x)dx = \frac{2\alpha_n}{2n+1}$$
Hence
$$\alpha_j = \frac{2j+1}{2} \int_{-1}^{1} P_j(x)f(x)dx$$
Now plug in $x^n$ for $f(x)$ and evaluate the integrals - I leave that part to you. You also need to show that $\alpha_j = 0$ for $j > n$.