STATEMENT: An “ultrafilter” is a filter that is not properly contained in any other filter. Use Zorn’s lemma to show that every filter is contained in an ultrafilter.
PROOF: Let $F$ be the set of all filters that are contained in $X$. Let $\mathscr{C}$ be a chain in F. Then let us take $\mathcal{C}'=\bigcup_{C∈\mathscr{C}}C.$ Then, clearly, $\mathcal{C}'$ is an upper bound for $C$ since given any element, $B$, of our chain we have $ B\subseteq \mathcal{C}'$. Let $A,B∈\mathcal{C}'$. Since $A$ and $B$ are in $\mathcal{C}'$, they must be contained in some filter $\mathcal{F}. $Therefore, $A∩B∈\mathcal{F}$. It therefore follows that $A∩B∈C'$. Furthermore, if $A⊆D$ then since $A∈F$ we have that $D∈F$. So $D∈\mathcal{C}'$. So, $\mathcal{C}'$ is a filter. By Zorn's lemma we conclude that there is a maximal filter(i.e. an ultrafilter) in $F$.
QUESTION: I wanted to see if there were any problems with my proof. First time using Zorn's lemma. I also wanted to see why that if given any ultrafilter in $X$ that if $A\subseteq X$, then either $A$ is in the ultrafilter or $A^c$ is in the ultrafilter, but not both. Also the definition of filter in my case restricts the filter to not have the empty set.