First, claim 1 as stated is wrong - consider the zero module.
Second, I guess that you talk about a step in the proof of Theorem 15.3.1 in Brodmann-Sharp. If so, then you have more hypotheses than you mentioned. Beside others, $R$ is noetherian and - most important - $M$ is $0$-dimensional. (And $M$ is not "positively graded", a notion that seems not reasonable for graded modules.)
So, what you want to show is that under these hypotheses, $M$ is $R_+$-torsion. For this it suffices to show that $M$ is $\mathfrak{m}_0+R_+$-torsion. More general, it suffices to show that a $0$-dimensional finitely generated graded module $M$ over a *local graded ring with *maximal ideal $\mathfrak{m}$ is $\mathfrak{m}$-torsion. And this is indeed that the case. Namely, $0$-dimensionality means that the graded ring $R/(0:_RM)$ is $0$-dimensional. Now, $\sqrt{(0:_RM)}$ is the intersection of the graded primes containing $(0:_RM)$. But as $R/(0:_RM)$ is $0$-dimensional, $\mathfrak{m}$ is the only such prime, implying $\sqrt{(0:_RM)}=\mathfrak{m}$. Since $\mathfrak{m}$ is finitely generated (as $R$ is supposed to be noetherian), there exists $t\in\mathbb{N}$ with $\mathfrak{m}^t\subseteq(0:_RM)$, and this implies that $M$ is an $\mathfrak{m}$-torsion module as desired.
