[guided]We need to prove that $\operatorname{ad}$ preserves the Lie bracket. Since the target Lie algebra $\mathfrak{gl}(\mathfrak g)$ has bracket given by the commutator of linear maps, the expression to compute is
\begin{align*}
[\operatorname{ad}_x,\operatorname{ad}_y]_{\mathfrak{gl}(\mathfrak g)}
= \operatorname{ad}_x \circ \operatorname{ad}_y
-\operatorname{ad}_y \circ \operatorname{ad}_x.
\end{align*}
To compare this linear map with $\operatorname{ad}_{[x,y]}$, we evaluate both maps on an arbitrary element $z \in \mathfrak g$.
Using the definition of $\operatorname{ad}_x$ and $\operatorname{ad}_y$, we get
\begin{align*}
[\operatorname{ad}_x,\operatorname{ad}_y]_{\mathfrak{gl}(\mathfrak g)}(z)
&= (\operatorname{ad}_x \circ \operatorname{ad}_y)(z)
-(\operatorname{ad}_y \circ \operatorname{ad}_x)(z) \\
&= \operatorname{ad}_x([y,z])-\operatorname{ad}_y([x,z]) \\
&= [x,[y,z]]-[y,[x,z]].
\end{align*}
The goal is to show that this equals $\operatorname{ad}_{[x,y]}(z)$, which by definition is
\begin{align*}
\operatorname{ad}_{[x,y]}(z) = [[x,y],z].
\end{align*}
We now justify the sign changes used in the Jacobi manipulation. The Lie bracket is alternating, so $[w,w]=0$ for every $w \in \mathfrak g$. Applying this to $w=u+v$, where $u,v \in \mathfrak g$, and expanding by bilinearity gives
\begin{align*}
0
&= [u+v,u+v] \\
&= [u,u] + [u,v] + [v,u] + [v,v] \\
&= [u,v] + [v,u].
\end{align*}
Thus $[v,u] = -[u,v]$ for every pair $u,v \in \mathfrak g$.
The Jacobi identity says that
\begin{align*}
[x,[y,z]] + [y,[z,x]] + [z,[x,y]] = 0.
\end{align*}
Using the alternating consequence $[z,x] = -[x,z]$, the middle term becomes
\begin{align*}
[y,[z,x]] = [y,-[x,z]] = -[y,[x,z]].
\end{align*}
Using the same consequence with $u=z$ and $v=[x,y]$, the final term becomes
\begin{align*}
[z,[x,y]] = -[[x,y],z].
\end{align*}
Therefore Jacobi becomes
\begin{align*}
[x,[y,z]] - [y,[x,z]] - [[x,y],z] = 0.
\end{align*}
Rearranging gives
\begin{align*}
[x,[y,z]] - [y,[x,z]]
= [[x,y],z].
\end{align*}
Substituting this into the commutator computation yields
\begin{align*}
[\operatorname{ad}_x,\operatorname{ad}_y]_{\mathfrak{gl}(\mathfrak g)}(z)
= [[x,y],z]
= \operatorname{ad}_{[x,y]}(z).
\end{align*}
This is exactly the bracket-preservation identity evaluated at the arbitrary element $z \in \mathfrak g$.[/guided]