Thomas Jech, such as many other mathematicians, demonstrates $AC \rightarrow ZL$ via transfinite induction. He says:
Proof. We construct (using a choice function for nonempty sets of P), a chain in P that leads to a maximal element of P. We let, by induction, $a_\alpha =$ an element of P such that $a_\alpha > a_\beta$ for every $\beta < \alpha$ if there is one. Clearly, if $\alpha > 0$ is a limit ordinal, then $C_\alpha = \{a_\beta : \beta < \alpha \}$ is a chain in P and $a_\alpha$ exists by the assumption. Eventually, there is $\theta$ such that there is no $a_{\theta + 1} \in P$, $a_{\theta + 1} > a_\theta$. Thus $a_{\theta}$ is a maximal element of P.
I have a question regarding this demonstration: Under what argument does Jech justify the existence of $\theta$?
In another question, Asaf Karagila argues that this process of choosing and adding elements to the chain must stop because, otherwise, we would have an injection from the proper class of Ordinals to P. Why can't this be?, why can't we have an injection from a proper class to a set?
I'm sorry if this questions seem naive, I'm still quite immature in my mathematical knowledge.