Proof of the standard pseudorandom generator + XOR encryption scheme in Goldreich Reading Goldreich's Foundations of Cryptography II, I found this proof for the security of the common pseudorandom generator + XOR encryption scheme (Proposition 5.2.12 in the book):


  Assume you have a secure pseudorandom generator $g \colon \{ 0,1\}^n \to \{0,1\}^m$, and you construct your encryption scheme in the standard way by XOR'ing the output of $g$ to a message of length $m$. To prove that this is one-message-IND-secure, Goldreich proceeds as follows:
  
  
  Assume, for the sake of contrdiction, that there is an adversary $\mathcal{A}$ (really a poly-sized circuit in the book, but that is not important here) against this encryption scheme, such that for $x,y \in \lbrace 0,1 \rbrace^m$, $U_n \in \lbrace 0,1 \rbrace^n$ and
  polynomial $p$ we have: $$ |Pr[\mathcal{A}(x \oplus g(U_n)) = 1] -
 Pr[\mathcal{A}(y \oplus g(U_n)) = 1] &gt; \frac{1}{p(n)}.$$ 
  Observe that for $U_m \in \lbrace 0,1 \rbrace^m$ we have: $$  Pr[\mathcal{A}(x \oplus U_m) = 1] = Pr[\mathcal{A}(y \oplus U_m) =
 1].$$
  Then, WLOG: $$ |Pr[\mathcal{A}(x \oplus g(U_n)) = 1] - Pr[\mathcal{A}(x \oplus U_m) = 1]| &gt; \frac{1}{2p(n)},$$ which
  contradicts the security of $g$ (since we can distinguish its output
  from random).
  


My question 

How do you get to that last inequality in step 3? In particular, how do you derive the term $\frac{1}{2p(n)}$?
The inequality is obtained by a distance argument.

Consider two points $X,Y$ on the real line. Taking another point $Z$, you have $|X-Z| + |Y-Z| \geq |X-Z+Z-Y| = |X-Y|$.

Applying this "triangle" inequality to your equality 1, we have for any $z \in \mathbb{R}$,
$\begin{array}{l}
 \bigl\lvert\Pr[A(x\oplus g(U_n))=1] - z\bigr\rvert
 + \bigl\lvert \Pr[A(y\oplus g(U_n))=1]- z\bigl\rvert \\
 \geq \bigl\lvert\Pr[A(x\oplus g(U_n))=1] - z + z - \Pr[A(y\oplus g(U_n))=1]\bigr\rvert \\
 = \bigl\lvert\Pr[A(x\oplus g(U_n))=1]-\Pr[A(y\oplus g(U_n))=1]\bigr\rvert \\
 &gt; 1/p(n). \\
\end{array}$

By setting $z = \Pr[A(x \oplus U_m)=1] = \Pr[A(y \oplus U_m) = 1]$, we have
$\begin{array}{l}
 \bigl\lvert\Pr[A(x\oplus g(U_n))=1] - \Pr[A(x \oplus U_m)=1]\bigr\rvert \\
 + \bigl\lvert \Pr[A(y\oplus g(U_n))=1]-\Pr[A(y \oplus U_m) = 1]\bigr\rvert \\
 &gt; 1/p(n). \\
\end{array}$

The one of two absolute values is bigger than $1/(2p(n))$.
Therefore, WLOG, you obtain your equation 3.