Fix an algebraically closed † ground field $k$ of any characteristic. I want to use the classical definition of projective $n$-space $\mathbb{P}^n$ as set quotient of $\mathbb{A}^{n+1}\setminus 0$ by the action of $k^*$, and for its Zariski topology the definition that closed sets are the "zero sets" of homogeneous polynomials in $n+1$ variables considered as functions from $\mathbb{P}^n$ to {$0,1$}.
I'm not satisfied with my understanding of why this is the same as the quotient topology from the map
$\mathbb{A}^{n+1}\to \mathbb{P}^{n}$$\mathbb{A}^{n+1}\setminus 0\to \mathbb{P}^{n}$. This means proving the map is surjective, continuous, and that a set with closed pre-image is closed, the first two properties being clear. The last part is the least trivial, meaning that:
If a set $S\subseteq \mathbb{P}^n$ has closed preimage $\widehat{S}$ in $\mathbb{A}^{n+1}\setminus 0$, i.e. $\widehat{S}$ is cut out by some polynomials $f_1,\ldots,f_r$, then $S$ is closed in $\mathbb{P}^n$, i.e. $\widehat{S}$ is cut out by some homogeneous polynomials $g_1,\ldots,g_s$.
I'm bad at algebra, so I can't seem to start doing anything here that doesn't look ugly/hard... I really want to "see" what's going on and avoid just quoting results about invariants without understanding how they work in this "toy" example.
Thanks for the help, anyone!
† Follow up: the algebraic closed hypothesis is not necessary, since David/Kevin's proof works for any infinite field, and for a finite field our spaces (as defined here) are discrete so the result is trivial.