Needaask,
I had some time to think further about your question. I can't claim to never make errors in discussing such topics, but here is my current understanding.
I believe a lot depends on how you define the system. Entropy, as has been remarked earlier, is really only practically useful as a relative concept. Thus we usually want to know how the entropy of an entire system has changed during a process. Which means we want to know how energy has been dispersed not within a system, but between the system and its surroundings. This is what really defines the entropy change of interest. In an adiabatic process, no heat is exchanged between the system and surroundings. Therefore the entropy change is zero, because energy has not been redistributed between the system and the surroundings in a statistically meaningful way. (That is, the energy of the system is the same with respect to the energy of the surroundings.) But again, this is all based on how we define the system. The system, I need not remind you, is always an artificial construct.
We might ask again why expansion of an ideal gas is spontaneous. We know that in an adiabatic expansion, the entropy change for the system is zero. Can we ask what this means? I admit to some speculation here, but let us speculate anyway. In a perfectly adiabatic system, there absolutely is no heat exchange between the system and the surroundings. This would be akin to a perfectly insulated container. When an ideal gas expands, the temperature of the gas decreases because the system does work (this is independent of Joule Thompson heating/cooling of a real gas). An interesting question might be - if the amount of available expansion volume is infinitely large, can the gas expand far enough to fill it? That may be a trick question (can anything occupy an infinite space?), but ignoring that, we are left with the fact that the farther the gas expands, the cooler it gets, and the pressure goes down. I don't really have the answer here, but if the temperature drops, gas particles get slower on average. Eventually, and in theory, I suppose they may stop moving altogether, in which case no more change is possible. So I might conclude that for a truly reversible, adiabatic proceses, where entropy change is zero, the end "product" can never be reached.
Anyway, that's a fun thought exercise but let's be realistic here. In fact, gasses do expand spontaneously, so why? Ok, here's the important thing. It's not possible to have a truly adiabatic process. No insulator is perfect, no vaccuum is complete, so no matter how well we isolate a container from the external environment, there will be some heat exchange. As an ideal gas expands, as we've said, the temperature will drop. This will create a temperature differential between the system and the external environment. Heat will then flow between the external environment to the system to compensate, because (you probably see what's coming) this is thermodynamically, and indeed entropically, favorable. Assuming the environment is large enough to be considered an "infinite" reservoir of heat, and assuming the transfer is fast (though it ultimately makes no difference), the temperature of the system will remain equal to the temperature of the environment, which means the process is "isothermal" (something else that's an idealization). Because heat must transfer to an expanding gas in any realistic system, the entropy change of an expanding ideal gas is always positive, at least as far as I can tell. The "adiabatic expansion" is really an idealized limit, which shows that even for a perfect system, the smallest the entropy change can be for an expansion is zero. For any real expansion, this limit is unreachable, which means an expansion of an ideal gas is always accompanied by a positive change in entropy.
The only reason adiabatic processes are really worth even mentioning (aside from their conceptual usefulness) is this: because internal energy is a state function, we can use any path we want to calculate changes in internal energy (or other state function properties) for a process by separating it into idealized components. If we want to know how the properties of a gas system change from going from one pressure/volume to another, we can split it up into two sequential changes (an idealized isothermal expansion, followed by an idealized adiabatic expansion), both of which are easy to calculate, and we expect the changes will be equivalent to a single process which is neither isothermal nor adiabatic. To see a practical explanation of how this works, I encourage you to read a bit about the Carnot cycle, if you have not done so already.
As a final remark, expansion of a real gas is somewhat different because you have additional enthalpic factors to consider, which boil down to interactions between molecules and distribution of energy within internal vibrational/rotational modes which impact the amount of work that is done during an expansion. Expansion of a real gas, for example, may no longer be spontaneous if it takes more Free Energy to overcome the intermolecular forces than is gained by the entropic effects of heat redistribution between the environment and the system.
So to answer your questions directly:
Question: "so heat must be supplied for S to increase?"
Answer: Yes, supplied by or lost to the environment (or exchanged outside the local system in some way).
Question: "I thought even if no heat was supplied, now that the gas expands it is more disorderly so the entropy must increase?"
Answer: Disorder within the system is not what primary concern here. It's disorder in the way is heat is distributed between the system and the environment. Do note, however, that while adiabatic expansion of a gas has zero entropy regardless of how the expansion takes place (fast, slow), if the system or the surroundings form hot spots during the expansion (which can happen if the expansion is too fast to "iron out" nonisotropic statistical distributions of particles, heat transfer will occur between these micro-regions, which would create a local, positive entropy change. This is why I am careful to point out that what is defined as the system is quite important. It also speaks again to the "approximation" or "idealization" of an adiabatic change.
Question: "I get what you mean by it being difficult. I feel like it is very abstract especially on the entropy part."
Answer: Ok, not really a question, but my own chief problem is that thermodynamic properties can be presented in so many different ways. They are all ultimately equivalent, but figuring out how the statistical interpretation of entropy is equivalent to the classical interpretation of entropy, is equivalent to the molecular interpretation of entropy... it's all very hard to keep straight.
Question: "Lastly, I understand that absolute enthalpy isn't important but i can't say that pure elements have 0 enthalpy right?"
Answer: You can define anything you want to have 0 enthalpy, if all we're interested in is relative values. Why, for example, do we call sea level an "altitude of zero"? Or the freezing point of water as "zero degrees Celcius". We could pick anything we want as the reference point. It's not about having "zero enthalpy" just as it's not about having "zero altitude". Taken alone, this has no physical meaning. What is meaningful is what the enthalpy of a substance (or the height of a mountain, or the temperature of a pot of water) is to the accepted reference point. As long as you use a consistent reference point that doesn't change according to conditions, and that other people know and accept, then it doesn't matter.