Weak-star topology - what is it?

Let X be a compact metric space... Let $\mathcal{M}$ be the space of probability measures on X. We can consider the weak-star topology on $\mathcal{M}$ corresponding to a sequence $(\mu_n)\in\mathcal{M}$ converging to $\mu\in\mathcal{M}$ (i.e. $\mu_n\to\mu$ precisely when $\int f d\mu_n \to \int f d\mu$ for every $f\in C(X)$

Let X be a locally convex topological vector space (over $\mathbb{C}$ or $\mathbb{R}$) and let $X^*$ be the set of continuous linear functionals on X (the continuous dual of X). If $f\in X^*$ ... let $p_x(f)$ denote the seminorm $p_x(f)=|f(x)|$. The topology on $X^*$ defined by the seminorms $\{p_x|x\in X\}$ is called the weak-* topology.

I'm doing an Ergodic Theory module, and the weak-star topology seems to be coming up a lot but I just can't seem to get my head around it.

Here's how it's defined in the course: http://www.warwick.ac.uk/~masdbl/ergodiclecture-first.pdf (page 6)



Now here, I'm not entirely sure how they're using these sequences of measures to define a topology (I mean, what do the open sets look like?). So, I go and look it up on the internet and I get the definition below which is about functionals this time, rather than measures.

Definition from http://planetmath.org/encyclopedia/WeakStarTopology.html



So.. if we're considering these seminorms, would an open ball (centre f, radius delta) look something like $\{ g \in X^* | \forall x \in X : p_x(g-f) < \delta \} = \left\{ g \in X^* \middle| \forall x \in X : |g(x)-f(x)| < \delta \right\}$? I'm a bit confused here because I've only ever seen open balls for one particular norm on a set - not many different seminorms. Then presumably the topology would be generated by these open balls.

So is anyone able to please explain what these definitions mean and how they're connected?

Okay I've read some stuff on wikipedia and now I'm going to hit you up with some (probably very) naive thoughts:

On wiki the weak * topology on X is defined to be the coarsest one making all the functionals in X* continuous.

Wiki

In our case X is our measure space. SO if we assume (here's hoping) all our functionals on our measure space are

$\nu \mapsto \int f d\nu$ for $f \in C[X]$

then the topology defined in the course is going to be the one that does this. I'm not sure how this works in with the planetmath definition but this is one way of thinking about the course definition in terms of functionals.