[proofplan]
We compare two ways of encoding first-order variations of the geodesic $\gamma(t)=\exp_p(tv)$. Varying the initial velocity from $v$ to $v+sw$ produces a geodesic variation, hence a Jacobi field, and evaluating this field at $t=1$ is exactly applying $d(\exp_p)_v$ to the tangent vector represented by $w$. The kernel condition is therefore equivalent to producing a Jacobi field vanishing at both endpoints. Conversely, every Jacobi field along $\gamma$ with $J(0)=0$ is determined by its initial covariant derivative, so it is realised by a unique initial-velocity variation.
[/proofplan]
[step:Identify tangent vectors to $T_pM$ by translation]
Let $E:=T_pM$, regarded as a finite-dimensional real [vector space](/page/Vector%20Space). Define the translation map
\begin{align*}
\tau_v:E &\to E \\
u &\mapsto v+u.
\end{align*}
Its differential at $0 \in E$ is the linear isomorphism
\begin{align*}
d(\tau_v)_0:E \to T_vE.
\end{align*}
Let $\mathcal{D}_p \subset T_pM$ denote the open domain of the exponential map
\begin{align*}
\exp_p:\mathcal{D}_p &\to M.
\end{align*}
Throughout the proof, when $w \in T_pM$ is used as a tangent vector at $v \in T_pM$, it means the vector $d(\tau_v)_0(w) \in T_v(T_pM)$.
[/step]
[step:Choose a uniform interval for all initial velocity variations]
For every $w \in T_pM$, there exists $\varepsilon>0$ such that
\begin{align*}
t(v+sw) \in \mathcal{D}_p
\end{align*}
for all $t \in [0,1]$ and all $s \in (-\varepsilon,\varepsilon)$.
[claim:The segment $\{tv:0\leq t\leq 1\}$ has a uniform tubular margin inside $\mathcal{D}_p$ in the direction $tw$]
For each fixed $w \in T_pM$, there exists $\varepsilon>0$ such that $t(v+sw) \in \mathcal{D}_p$ for all $t \in [0,1]$ and $|s|<\varepsilon$.
[/claim]
[proof]
Define the compact segment map
\begin{align*}
\rho:[0,1] &\to E \\
t &\mapsto tv.
\end{align*}
The hypothesis that $\gamma(t)=\exp_p(tv)$ is defined for all $t\in[0,1]$ means precisely that $\rho([0,1])\subset \mathcal{D}_p$. Since $\mathcal{D}_p$ is open in the finite-dimensional [normed vector space](/page/Normed%20Vector%20Space) $E$ and $\rho([0,1])$ is compact, there exists $\delta>0$ such that
\begin{align*}
\{u\in E: \operatorname{dist}(u,\rho([0,1]))<\delta\}\subset \mathcal{D}_p.
\end{align*}
If $w=0$, choose any $\varepsilon>0$. If $w\ne0$, choose
\begin{align*}
\varepsilon:=\frac{\delta}{|w|}>0.
\end{align*}
Then for $t\in[0,1]$ and $|s|<\varepsilon$,
\begin{align*}
|t(v+sw)-tv|=|tsw|\leq |s|\,|w|<\delta,
\end{align*}
so $t(v+sw)\in\mathcal{D}_p$ by the choice of $\delta$.
[/proof]
[/step]
[step:Compute the endpoint of the initial velocity variation]
Fix $w \in T_pM$. By the previous step, choose $\varepsilon>0$ such that $t(v+sw) \in \mathcal{D}_p$ for all $t \in [0,1]$ and all $s \in (-\varepsilon,\varepsilon)$, and define
\begin{align*}
\alpha:[0,1]\times(-\varepsilon,\varepsilon) &\to M \\
(t,s) &\mapsto \exp_p(t(v+sw)).
\end{align*}
For each fixed $s \in (-\varepsilon,\varepsilon)$, the curve
\begin{align*}
\alpha_s:[0,1] &\to M \\
t &\mapsto \alpha(t,s)
\end{align*}
is the geodesic with initial point $p$ and initial velocity $v+sw$. Therefore $\alpha$ is a smooth geodesic variation of $\gamma=\alpha_0$.
Let
\begin{align*}
J:[0,1] &\to TM \\
t &\mapsto \frac{\partial \alpha}{\partial s}(t,0)
\end{align*}
be its variation field. Since $\alpha$ is a geodesic variation, $J$ is a Jacobi field along $\gamma$. At $t=0$,
\begin{align*}
J(0)=\frac{\partial}{\partial s}\bigg|_{s=0}\exp_p(0)=\frac{\partial}{\partial s}\bigg|_{s=0}p=0.
\end{align*}
At $t=1$, the curve
\begin{align*}
\beta:(-\varepsilon,\varepsilon) &\to M \\
s &\mapsto \alpha(1,s)=\exp_p(v+sw)
\end{align*}
satisfies $\beta=\exp_p\circ\tau_v\circ \sigma$, where
\begin{align*}
\sigma:(-\varepsilon,\varepsilon) &\to E \\
s &\mapsto sw.
\end{align*}
By the chain rule,
\begin{align*}
J(1)
&=\beta'(0) \\
&=d(\exp_p)_v\bigl(d(\tau_v)_0(\sigma'(0))\bigr) \\
&=d(\exp_p)_v\bigl(d(\tau_v)_0(w)\bigr).
\end{align*}
[guided]
The point of this step is to connect the geometric variation with the [linear map](/page/Linear%20Map) in the statement. We start with a vector $w \in T_pM$ and vary the initial velocity $v$ in the affine direction $w$. The previous step guarantees that there is $\varepsilon>0$ for which $t(v+sw)\in\mathcal{D}_p$ whenever $t\in[0,1]$ and $s\in(-\varepsilon,\varepsilon)$. Hence the map
\begin{align*}
\alpha:[0,1]\times(-\varepsilon,\varepsilon) &\to M \\
(t,s) &\mapsto \exp_p(t(v+sw))
\end{align*}
is defined.
For fixed $s$, the curve $t \mapsto \exp_p(t(v+sw))$ is exactly the geodesic starting at $p$ with initial velocity $v+sw$. Hence $\alpha$ is a geodesic variation of $\gamma$. The variation field
\begin{align*}
J:[0,1] &\to TM \\
t &\mapsto \frac{\partial \alpha}{\partial s}(t,0)
\end{align*}
is therefore a Jacobi field along $\gamma$.
Now evaluate this field at the endpoints. At $t=0$, every curve in the variation starts at $p$, since $\exp_p(0)=p$. Thus
\begin{align*}
J(0)=\frac{\partial}{\partial s}\bigg|_{s=0}\alpha(0,s)
=\frac{\partial}{\partial s}\bigg|_{s=0}p
=0.
\end{align*}
At $t=1$, the variation curve in the $s$-direction is
\begin{align*}
\beta:(-\varepsilon,\varepsilon) &\to M \\
s &\mapsto \exp_p(v+sw).
\end{align*}
Writing $s \mapsto sw$ as a curve in $T_pM$ and then translating by $v$, this curve is $\exp_p\circ\tau_v\circ\sigma$, where
\begin{align*}
\sigma:(-\varepsilon,\varepsilon) &\to T_pM \\
s &\mapsto sw.
\end{align*}
Since $\sigma'(0)=w$, the chain rule gives
\begin{align*}
J(1)
=\beta'(0)
=d(\exp_p)_v\bigl(d(\tau_v)_0(w)\bigr).
\end{align*}
Thus the endpoint value of the Jacobi field is precisely the image of the tangent vector represented by $w$ under $d(\exp_p)_v$.
[/guided]
[/step]
[step:Use a kernel vector to construct a vanishing Jacobi field]
Assume $\ker d(\exp_p)_v$ contains a nonzero vector. Under the translation identification from the first step, choose $w \in T_pM\setminus\{0\}$ such that
\begin{align*}
d(\exp_p)_v\bigl(d(\tau_v)_0(w)\bigr)=0.
\end{align*}
By the uniform-domain step, choose $\varepsilon>0$ such that $t(v+sw)\in\mathcal{D}_p$ for all $t\in[0,1]$ and $s\in(-\varepsilon,\varepsilon)$. Construct the geodesic variation $\alpha$ and its variation field $J$ as above using this $\varepsilon$. The previous step gives $J(0)=0$ and
\begin{align*}
J(1)=d(\exp_p)_v\bigl(d(\tau_v)_0(w)\bigr)=0.
\end{align*}
Let $\nabla_{\dot{\gamma}}J(0)\in T_pM$ denote the covariant derivative of the vector field $J$ along $\gamma$ at $t=0$. For a two-parameter map such as $\alpha$, let $\frac{D}{dt}$ and $\frac{D}{ds}$ denote covariant differentiation along the $t$-curves and $s$-curves of the variation, respectively. The field $J$ is nonzero because its initial covariant derivative is
\begin{align*}
\nabla_{\dot{\gamma}}J(0)
&=\frac{D}{dt}\bigg|_{t=0}\frac{\partial \alpha}{\partial s}(t,0) \\
&=\frac{D}{ds}\bigg|_{s=0}\frac{\partial \alpha}{\partial t}(0,s) \\
&=\frac{D}{ds}\bigg|_{s=0}(v+sw) \\
&=w.
\end{align*}
The interchange of covariant derivatives uses that the coordinate vector fields $\partial_t$ and $\partial_s$ on $[0,1]\times(-\varepsilon,\varepsilon)$ commute and that the Levi-Civita connection is torsion-free. The identity $\frac{\partial \alpha}{\partial t}(0,s)=v+sw$ holds because every varied geodesic $t\mapsto\alpha(t,s)$ starts at the fixed point $p$, so the initial velocity is an element of the single vector space $T_pM$. Since $w\ne0$, the Jacobi initial data $(J(0),\nabla_{\dot{\gamma}}J(0))=(0,w)$ are not both zero. Hence $J$ is a nonzero Jacobi field along $\gamma$ with $J(0)=J(1)=0$, so $\gamma(1)$ is conjugate to $p$ along $\gamma$.
[/step]
[step:Realise every Jacobi field vanishing at $0$ by varying the initial velocity]
Assume that $\gamma(1)$ is conjugate to $p$ along $\gamma$. By definition, there exists a nonzero Jacobi field
\begin{align*}
J:[0,1] \to TM
\end{align*}
along $\gamma$ such that $J(0)=0$ and $J(1)=0$.
Define
\begin{align*}
w:=\nabla_{\dot{\gamma}}J(0)\in T_pM.
\end{align*}
Since the Jacobi equation is a second-order linear ordinary differential equation along $\gamma$, a Jacobi field is uniquely determined by its initial data $(J(0),\nabla_{\dot{\gamma}}J(0))$. Because $J$ is nonzero and $J(0)=0$, we must have $w\ne0$.
By the uniform-domain step, choose $\varepsilon>0$ such that $t(v+sw)\in\mathcal{D}_p$ for all $t\in[0,1]$ and $s\in(-\varepsilon,\varepsilon)$. Let $\widetilde{J}$ be the variation field obtained from
\begin{align*}
\alpha:[0,1]\times(-\varepsilon,\varepsilon) &\to M \\
(t,s) &\mapsto \exp_p(t(v+sw)).
\end{align*}
As computed above using this defined variation, $\widetilde{J}(0)=0$ and $\nabla_{\dot{\gamma}}\widetilde{J}(0)=w$. Therefore the uniqueness theorem for the Jacobi equation gives $\widetilde{J}=J$ on $[0,1]$. Evaluating at $t=1$ yields
\begin{align*}
0=J(1)=\widetilde{J}(1)
=d(\exp_p)_v\bigl(d(\tau_v)_0(w)\bigr).
\end{align*}
Since $w\ne0$ and $d(\tau_v)_0$ is an isomorphism, $d(\tau_v)_0(w)\ne0$. Thus $d(\exp_p)_v$ has a nonzero kernel vector.
[/step]
[step:Conclude the equivalence]
The previous two steps prove both implications. A nonzero kernel vector of $d(\exp_p)_v$ produces a nonzero Jacobi field along $\gamma$ vanishing at $0$ and $1$, and every nonzero Jacobi field along $\gamma$ vanishing at $0$ and $1$ arises from such a kernel vector under the translation identification
\begin{align*}
d(\tau_v)_0:T_pM \to T_v(T_pM).
\end{align*}
Therefore $\gamma(1)$ is conjugate to $p$ along $\gamma$ if and only if $d(\exp_p)_v$ has nonzero kernel.
[/step]