If $A$ is an $n\times m$ matrix and $B$ is an $m\times k$ matrix, then the product $AB$ is the $n\times k$ matrix whose $(i,j)$ entry is the row-column product of the $i$th row of $A$ with the $j$th column of $B$. That is: \[ (AB)_{i,j} = \text{row}_i(A)\cdot \text{col}_j(B).\]
If we want to emphasize that we are multiplying matrices in this way, we might sometimes write $A\cdot B$ instead of $AB$.
If $A$ is an $n\times m$ matrix and $B$ is an $\ell\times k$ matrix with $m\ne \ell$, then the matrix product $AB$ is undefined.
We say that matrices $A$ and $B$ commute if $AB=BA$.
Which matrices commute? Suppose $A$ is an $n\times m$ matrix and $B$ is an $\ell\times k$ matrix, and $A$ and $B$ commute, i.e., $AB=BA$.
Putting this together: we see that if $A$ and $B$ commute, then $A$ and $B$ must both be $n\times n$ matrices for some number $n$. In other words, they must be square matrices of the same size.
Examples 4 and 5 above show that for some square matrices $A$ and $B$ of the same size, it is true that $A$ and $B$ commute. On the other hand, examples 3 and 6 show that it's not true that square matrices of the same size must always commute.
Because it's not true in general that $AB=BA$, we say that matrix multiplication is not commutative.
The $n\times n$ identity matrix is the $n\times n$ matrix $I_n$ with $1$s in every diagonal entry (that is, in the $(i,i)$ entry for every $i$ between $1$ and $n$), and $0$s in every other entry. So \[ I_n=\begin{bmatrix} 1&0&0&\dots&0\\0&1&0&\dots&0\\0&0&1&\dots&0\\\vdots & & &\ddots & \vdots\\0&0&0&\dots&1\end{bmatrix}.\]
1. We want to show that $I_nA=A$ for any $n\times m$ matrix $A$. These matrices the same size, since $I_n$ has size $n\times n$ and $A$ has size $n\times m$, so $I_n A$ has size $n\times m$ by the definition of matrix multiplication, which is the same as the size of $A$.
Note that $\text{row}_i(I_n)=[0~0~\dots~0~1~0~\dots~0]$, where the $1$ is in the $i$th place, by definition of the identity matrix $I_n$; and the $j$th column of $A$ is $\begin{bmatrix}a_{1j}\\a_{2j}\\\vdots\\a_{nj}\end{bmatrix}$. The (i,j) entry of $I_nA$ is $\text{row}_i(I_n)\cdot \text{col}_j(A)$, by the definition of matrix multiplication, which is therefore \begin{align*} [0~0~\dots~0~1~0~\dots~0]\begin{bmatrix}a_{1j}\\a_{2j}\\\vdots\\a_{nj}\end{bmatrix} &= 0a_{1j}+0a_{2j}+\dots+0a_{i-1,j}+1a_{ij}+0a_{i+1,j}+\dots+0a_{nj} \\&= a_{ij}.\end{align*} So the matrices $I_nA$ and $A$ have the same size, and the same $(i,j)$ entries, for any $(i,j)$. So $I_nA=A$.