As we know, an axiom cannot be proven. It is an assumption that certain properties exist, and then we can learn more interesting properties (theorems) from anything that obeys these axioms.
So although you cannot prove an axiom, is there a way of proving whether an axiom is even allowed, whether it is sort of compatible with other axioms? Is this something that should be done before studying properties that are derived from having this axiom?
An example that comes to mind is the Axiom of Completeness, which states that every subset that is bounded above has a least upper bound. (Depending on the other axioms of the system, this may actually be a property that can be derived, but we will assume that this is one of the axioms). Is it necessary to show that such an axiom is compatible with the other axioms of the system and does not lead to contradictions, or is one allowed to just assume that the axiom holds? It doesn't feel right to take it as an axiom without any evidence that it fits in.
It feels pointless to study a system where an axiom might make the system actually impossible to exist. Then again, I remember hearing from someone that all axiomatic systems eventually lead to contradictions somewhere.
Can someone give me more information on all of this?