[step:Verify the Jacobi identity by direct computation]
We must show that for all smooth $F, G, H: \mathbb{R}^{2n} \to \mathbb{R}$,
\begin{align*}
\{F, \{G, H\}\} + \{G, \{H, F\}\} + \{H, \{F, G\}\} = 0.
\end{align*}
In canonical coordinates $x = (q_1, \ldots, q_n, p_1, \ldots, p_n)$, the Poisson bracket takes the form
\begin{align*}
\{F, G\} = \sum_{k=1}^n \left( \frac{\partial F}{\partial q_k} \frac{\partial G}{\partial p_k} - \frac{\partial F}{\partial p_k} \frac{\partial G}{\partial q_k} \right).
\end{align*}
We compute $\{F, \{G, H\}\}$. By the chain rule,
\begin{align*}
\frac{\partial}{\partial q_k} \{G, H\} &= \sum_{l=1}^n \left( \frac{\partial^2 G}{\partial q_k \partial q_l} \frac{\partial H}{\partial p_l} + \frac{\partial G}{\partial q_l} \frac{\partial^2 H}{\partial q_k \partial p_l} - \frac{\partial^2 G}{\partial q_k \partial p_l} \frac{\partial H}{\partial q_l} - \frac{\partial G}{\partial p_l} \frac{\partial^2 H}{\partial q_k \partial q_l} \right),
\end{align*}
with an analogous expression for $\frac{\partial}{\partial p_k} \{G, H\}$.
When we form $\{F, \{G, H\}\}$ and expand, every term involves one second-order derivative and two first-order derivatives (one from each of the three functions $F$, $G$, $H$). In the cyclic sum $\{F, \{G, H\}\} + \{G, \{H, F\}\} + \{H, \{F, G\}\}$, each term involving a second derivative of $F$ appears twice with opposite signs: once from the expansion of $\{G, \{H, F\}\}$ (where $F$ is differentiated twice inside the inner bracket and then paired with a first derivative of $G$) and once from $\{H, \{F, G\}\}$ (where $F$ is differentiated twice inside the inner bracket and paired with a first derivative of $H$, but the outer bracket reverses the sign).
More explicitly, a typical second-derivative-of-$F$ term in $\{G, \{H, F\}\}$ has the form
\begin{align*}
\frac{\partial G}{\partial q_k} \frac{\partial H}{\partial q_l} \frac{\partial^2 F}{\partial p_k \partial p_l},
\end{align*}
and the corresponding term in $\{H, \{F, G\}\}$ is
\begin{align*}
-\frac{\partial H}{\partial q_l} \frac{\partial G}{\partial q_k} \frac{\partial^2 F}{\partial p_l \partial p_k}.
\end{align*}
Since $\frac{\partial^2 F}{\partial p_k \partial p_l} = \frac{\partial^2 F}{\partial p_l \partial p_k}$ (by smoothness of $F$), these cancel. By symmetry of the argument, all second-derivative terms from $G$ and $H$ cancel in the same way. Since every term in the cyclic sum involves exactly one second derivative, and all such terms cancel pairwise, the entire cyclic sum vanishes.
[/step]