[proofplan]
We prove the equality by checking membership in both sets element by element. The kernel condition says exactly that $\operatorname{ad}_x$ is the zero [linear map](/page/Linear%20Map) on $\mathfrak g$. Unwinding the definition of $\operatorname{ad}_x$ turns this into the condition $[x,y]=0$ for every $y \in \mathfrak g$, which is precisely the definition of the centre.
[/proofplan]
[step:Unwind the kernel condition for an arbitrary element]
Let $x \in \mathfrak g$. By definition of the kernel of the linear map $\operatorname{ad}: \mathfrak g \to \mathfrak{gl}(\mathfrak g)$,
\begin{align*}
x \in \ker(\operatorname{ad})
\end{align*}
if and only if
\begin{align*}
\operatorname{ad}(x) = 0_{\mathfrak{gl}(\mathfrak g)},
\end{align*}
where $0_{\mathfrak{gl}(\mathfrak g)}: \mathfrak g \to \mathfrak g$ denotes the zero $F$-linear map. Since $\operatorname{ad}(x)=\operatorname{ad}_x$, this is equivalent to
\begin{align*}
\operatorname{ad}_x(y)=0
\end{align*}
for every $y \in \mathfrak g$.
[/step]
[step:Translate the zero adjoint map condition into centrality]
By the definition of $\operatorname{ad}_x: \mathfrak g \to \mathfrak g$, for every $y \in \mathfrak g$,
\begin{align*}
\operatorname{ad}_x(y) = [x,y].
\end{align*}
Therefore
\begin{align*}
\operatorname{ad}_x(y)=0 \text{ for every } y \in \mathfrak g
\end{align*}
if and only if
\begin{align*}
[x,y]=0 \text{ for every } y \in \mathfrak g.
\end{align*}
The latter condition is exactly the defining condition for $x \in Z(\mathfrak g)$. Hence, for every $x \in \mathfrak g$,
\begin{align*}
x \in \ker(\operatorname{ad}) \iff x \in Z(\mathfrak g).
\end{align*}
Thus
\begin{align*}
\ker(\operatorname{ad}) = Z(\mathfrak g).
\end{align*}
[/step]