[guided]We want to prove that $\operatorname{ad}$ preserves the Lie bracket. The bracket in the target Lie algebra $\mathfrak{gl}(\mathfrak g)$ is not the original bracket on $\mathfrak g$; it is the commutator bracket of endomorphisms. Thus, for $x,y \in \mathfrak g$, the required identity is
\begin{align*}
[\operatorname{ad}_x,\operatorname{ad}_y]_{\mathfrak{gl}(\mathfrak g)}
= \operatorname{ad}_{[x,y]}.
\end{align*}
Both sides are $k$-linear maps from $\mathfrak g$ to $\mathfrak g$. To prove two such maps are equal, we evaluate them on an arbitrary element $z \in \mathfrak g$. By definition of the commutator bracket in $\operatorname{End}_k(\mathfrak g)$,
\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).
\end{align*}
Now use the definition of each adjoint operator. Since $\operatorname{ad}_y(z) = [y,z]$ and $\operatorname{ad}_x(z) = [x,z]$, we get
\begin{align*}
[\operatorname{ad}_x,\operatorname{ad}_y]_{\mathfrak{gl}(\mathfrak g)}(z)
&= \operatorname{ad}_x([y,z]) - \operatorname{ad}_y([x,z]) \\
&= [x,[y,z]] - [y,[x,z]].
\end{align*}
The goal is to transform this expression into $\operatorname{ad}_{[x,y]}(z) = [[x,y],z]$. This is exactly where the Jacobi identity enters. First rewrite the second term using antisymmetry:
\begin{align*}
[y,[x,z]] = -[[x,z],y].
\end{align*}
Therefore
\begin{align*}
[x,[y,z]] - [y,[x,z]]
= [x,[y,z]] + [[x,z],y].
\end{align*}
The Jacobi identity for the triple $x,y,z \in \mathfrak g$ states that
\begin{align*}
[x,[y,z]] + [y,[z,x]] + [z,[x,y]] = 0.
\end{align*}
Since $[z,x] = -[x,z]$, bilinearity gives
\begin{align*}
[y,[z,x]] = -[y,[x,z]].
\end{align*}
Equivalently, using antisymmetry again, $-[y,[x,z]] = [[x,z],y]$. Also, since $[z,[x,y]] = -[[x,y],z]$, the Jacobi identity becomes
\begin{align*}
[x,[y,z]] + [[x,z],y] - [[x,y],z] = 0.
\end{align*}
Rearranging gives
\begin{align*}
[x,[y,z]] + [[x,z],y] = [[x,y],z].
\end{align*}
Combining this identity with 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*}
Because $z \in \mathfrak g$ was arbitrary, the two endomorphisms agree on every element of $\mathfrak g$. Hence
\begin{align*}
[\operatorname{ad}_x,\operatorname{ad}_y]_{\mathfrak{gl}(\mathfrak g)}
= \operatorname{ad}_{[x,y]}.
\end{align*}[/guided]