In wiki's page of Orthonormal basis, there's such a sentence.
Using Zorn's lemma and the Gram–Schmidt process (or more simply well-ordering and transfinite recursion), one can show that every Hilbert space admits an orthonormal basis.
Seems that it's problematic. If the space is not separable- no countable orthonormal basis is admitted, then the basis could be uncountable, how can you apply the Gram–Schmidt process?