[proofplan]
The proof is local because equality of differential forms can be checked in coordinate charts. In a chart, write $\omega$ as a finite sum of coefficient functions times wedge products of coordinate one-forms. Applying the coordinate formula for $d$ twice produces second mixed partial derivatives multiplied by antisymmetric wedge products; terms with repeated coordinate one-forms vanish, and the remaining terms cancel in pairs because smooth mixed partial derivatives commute while wedge products change sign.
[/proofplan]
[step:Reduce the identity to a coordinate chart]
Let $(U,\varphi)$ be a smooth coordinate chart on $M$, where $\varphi: U \to \varphi(U) \subseteq \mathbb{R}^n$ is a diffeomorphism onto an open subset of $\mathbb{R}^n$. Let
\begin{align*}
x_i: U &\to \mathbb{R}
\end{align*}
denote the $i$-th coordinate function, so $x_i = \pi_i \circ \varphi$, where $\pi_i: \mathbb{R}^n \to \mathbb{R}$ is projection onto the $i$-th coordinate.
It suffices to prove
\begin{align*}
(d(d\omega))|_U = 0
\end{align*}
for every coordinate chart $U$, because smooth differential forms are equal on $M$ if their restrictions to every chart domain are equal.
[guided]
The statement $d(d\omega)=0$ is an equality of smooth $(k+2)$-forms on $M$. Such an equality is local: if a form vanishes after restriction to every chart domain, then it vanishes at every point of $M$, because every point lies in some chart domain.
Fix a chart $(U,\varphi)$, with
\begin{align*}
\varphi: U &\to \varphi(U) \subseteq \mathbb{R}^n.
\end{align*}
For each index $i \in \{1,\dots,n\}$, define the coordinate function
\begin{align*}
x_i: U &\to \mathbb{R}
\end{align*}
by $x_i = \pi_i \circ \varphi$, where $\pi_i$ is projection onto the $i$-th coordinate of $\mathbb{R}^n$. We will prove that the restriction of $d(d\omega)$ to this chart is zero. Since the chart was arbitrary, this proves the global identity.
[/guided]
[/step]
[step:Write the form in the coordinate basis]
Let $\mathcal{I}_k$ denote the set of strictly increasing $k$-tuples
\begin{align*}
I = (i_1,\dots,i_k), \qquad 1 \le i_1 < \cdots < i_k \le n.
\end{align*}
For $I \in \mathcal{I}_k$, define the coordinate $k$-form
\begin{align*}
dx_I := dx_{i_1} \wedge \cdots \wedge dx_{i_k}.
\end{align*}
For $k=0$, take $\mathcal{I}_0$ to consist of the empty tuple and set $dx_\varnothing := 1$.
On $U$, the form $\omega$ has a unique expression
\begin{align*}
\omega|_U = \sum_{I \in \mathcal{I}_k} f_I\, dx_I,
\end{align*}
where each coefficient is a smooth function
\begin{align*}
f_I: U &\to \mathbb{R}.
\end{align*}
[/step]
[step:Apply the coordinate formula for the exterior derivative twice]
By the [coordinate formula for the exterior derivative](/theorems/3564),
\begin{align*}
d\omega|_U
&= \sum_{I \in \mathcal{I}_k} d f_I \wedge dx_I \\
&= \sum_{I \in \mathcal{I}_k} \sum_{j=1}^n \frac{\partial f_I}{\partial x_j}\, dx_j \wedge dx_I.
\end{align*}
Applying $d$ again and using that $d(dx_j)=0$ for each coordinate one-form $dx_j$, we get
\begin{align*}
d(d\omega)|_U
&= \sum_{I \in \mathcal{I}_k} \sum_{j=1}^n d\left(\frac{\partial f_I}{\partial x_j}\right) \wedge dx_j \wedge dx_I \\
&= \sum_{I \in \mathcal{I}_k} \sum_{j=1}^n \sum_{\ell=1}^n
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I.
\end{align*}
[guided]
The coordinate formula for the [exterior derivative](/theorems/1525) says that if a form is written as a sum of smooth coefficients times coordinate wedge forms, then $d$ differentiates the coefficient functions and wedges the resulting one-forms in front.
Using
\begin{align*}
\omega|_U = \sum_{I \in \mathcal{I}_k} f_I\, dx_I,
\end{align*}
we obtain
\begin{align*}
d\omega|_U
&= \sum_{I \in \mathcal{I}_k} d f_I \wedge dx_I \\
&= \sum_{I \in \mathcal{I}_k} \sum_{j=1}^n \frac{\partial f_I}{\partial x_j}\, dx_j \wedge dx_I.
\end{align*}
Now apply $d$ once more. Since $d(dx_j)=0$ for coordinate one-forms and the exterior derivative satisfies the graded Leibniz rule, only the coefficient $\frac{\partial f_I}{\partial x_j}$ is differentiated. Thus
\begin{align*}
d(d\omega)|_U
&= \sum_{I \in \mathcal{I}_k} \sum_{j=1}^n d\left(\frac{\partial f_I}{\partial x_j}\right) \wedge dx_j \wedge dx_I \\
&= \sum_{I \in \mathcal{I}_k} \sum_{j=1}^n \sum_{\ell=1}^n
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I.
\end{align*}
This is the expression in which the cancellation becomes visible: the coefficient is symmetric in the pair $(j,\ell)$ because the $f_I$ are smooth, while the wedge product is antisymmetric in the same pair.
[/guided]
[/step]
[step:Cancel the terms using symmetry of mixed partials and antisymmetry of the wedge product]
Fix $I \in \mathcal{I}_k$. If $j=\ell$, then
\begin{align*}
dx_\ell \wedge dx_j \wedge dx_I = dx_j \wedge dx_j \wedge dx_I = 0
\end{align*}
by alternatingness of the wedge product.
If $j \ne \ell$, compare the ordered pairs $(j,\ell)$ and $(\ell,j)$. Since $f_I$ is smooth, the mixed partial derivatives commute:
\begin{align*}
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}
=
\frac{\partial^2 f_I}{\partial x_j \partial x_\ell}.
\end{align*}
Meanwhile,
\begin{align*}
dx_\ell \wedge dx_j \wedge dx_I
=
- dx_j \wedge dx_\ell \wedge dx_I.
\end{align*}
Therefore the two corresponding summands satisfy
\begin{align*}
&\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I
+
\frac{\partial^2 f_I}{\partial x_j \partial x_\ell}\,
dx_j \wedge dx_\ell \wedge dx_I \\
&\qquad =
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I
-
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I \\
&\qquad = 0.
\end{align*}
Thus every summand in the double sum either vanishes individually or cancels with its transposed partner, so
\begin{align*}
d(d\omega)|_U = 0.
\end{align*}
[guided]
We now inspect the terms in
\begin{align*}
d(d\omega)|_U
=
\sum_{I \in \mathcal{I}_k} \sum_{j=1}^n \sum_{\ell=1}^n
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I.
\end{align*}
There are two cases. First suppose $j=\ell$. Then the wedge product contains the same coordinate one-form twice:
\begin{align*}
dx_\ell \wedge dx_j \wedge dx_I
=
dx_j \wedge dx_j \wedge dx_I.
\end{align*}
Because the wedge product is alternating, $dx_j \wedge dx_j=0$, hence this entire term is zero.
Now suppose $j \ne \ell$. The term indexed by $(j,\ell)$ must be paired with the term indexed by $(\ell,j)$. The coefficient functions $f_I$ are smooth, so their second mixed partial derivatives commute:
\begin{align*}
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}
=
\frac{\partial^2 f_I}{\partial x_j \partial x_\ell}.
\end{align*}
At the same time, the coordinate one-forms anticommute under the wedge product:
\begin{align*}
dx_\ell \wedge dx_j \wedge dx_I
=
- dx_j \wedge dx_\ell \wedge dx_I.
\end{align*}
Therefore the paired terms have equal scalar coefficients and opposite exterior-form factors:
\begin{align*}
&\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I
+
\frac{\partial^2 f_I}{\partial x_j \partial x_\ell}\,
dx_j \wedge dx_\ell \wedge dx_I \\
&\qquad =
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I
-
\frac{\partial^2 f_I}{\partial x_\ell \partial x_j}\,
dx_\ell \wedge dx_j \wedge dx_I \\
&\qquad = 0.
\end{align*}
Thus the diagonal terms vanish, and the off-diagonal terms cancel in pairs. Hence the full local expression is zero:
\begin{align*}
d(d\omega)|_U = 0.
\end{align*}
[/guided]
[/step]
[step:Conclude the global nilpotence identity]
The chart domain $U$ was arbitrary. Since $d(d\omega)$ restricts to zero on every coordinate chart and coordinate charts cover $M$, it follows that
\begin{align*}
d(d\omega)=0
\end{align*}
in $\Omega^{k+2}(M)$. Since $\omega \in \Omega^k(M)$ was arbitrary, the composition
\begin{align*}
d \circ d : \Omega^k(M) \to \Omega^{k+2}(M)
\end{align*}
is the zero map.
[/step]