[proofplan]
We decompose $\mathbb{R}^n$ as the orthogonal direct sum $\operatorname{span}(u)\oplus u^\perp$. Every orthogonal matrix fixing $u$ preserves $u^\perp$, so restriction gives a homomorphism from the stabiliser $O(n)_u$ to the [orthogonal group](/page/Orthogonal%20Group) of $u^\perp$. Conversely, every orthogonal map of $u^\perp$ extends uniquely to an orthogonal map of $\mathbb{R}^n$ by fixing $u$. Finally, choosing an [orthonormal basis](/page/Orthonormal%20Basis) of $u^\perp$ identifies that orthogonal group with $O(n-1)$.
[/proofplan]
[step:Decompose $\mathbb{R}^n$ into the line through $u$ and its orthogonal complement]
Define
\begin{align*}
u^\perp:=\{v\in\mathbb{R}^n:\langle v,u\rangle=0\}.
\end{align*}
Since $u\in S^{n-1}$, we have $|u|=1$, hence $u\ne 0$. For each $x\in\mathbb{R}^n$, define
\begin{align*}
\alpha_x:=\langle x,u\rangle\in\mathbb{R}
\end{align*}
and
\begin{align*}
w_x:=x-\alpha_x u\in\mathbb{R}^n.
\end{align*}
Then
\begin{align*}
\langle w_x,u\rangle=\langle x,u\rangle-\alpha_x\langle u,u\rangle=\alpha_x-\alpha_x|u|^2=0,
\end{align*}
so $w_x\in u^\perp$, and
\begin{align*}
x=\alpha_xu+w_x.
\end{align*}
If $x=\alpha u+w$ with $\alpha\in\mathbb{R}$ and $w\in u^\perp$, then taking the [inner product](/page/Inner%20Product) with $u$ gives
\begin{align*}
\langle x,u\rangle=\alpha\langle u,u\rangle+\langle w,u\rangle=\alpha,
\end{align*}
so $\alpha=\alpha_x$ and $w=w_x$. Thus
\begin{align*}
\mathbb{R}^n=\operatorname{span}(u)\oplus u^\perp
\end{align*}
as an orthogonal direct sum.
[/step]
[step:Restrict every stabilising orthogonal matrix to $u^\perp$]
Let $O(u^\perp)$ denote the group of linear maps $B:u^\perp\to u^\perp$ satisfying
\begin{align*}
\langle Bw,Bz\rangle=\langle w,z\rangle
\end{align*}
for all $w,z\in u^\perp$. Define
\begin{align*}
\Psi:O(n)_u\to O(u^\perp)
\end{align*}
by
\begin{align*}
\Psi(A)=A|_{u^\perp}.
\end{align*}
We first check that $\Psi$ is well-defined. Let $A\in O(n)_u$ and let $w\in u^\perp$. Since $A\in O(n)$ preserves inner products by [citetheorem:8281] and since $Au=u$, we have
\begin{align*}
\langle Aw,u\rangle=\langle Aw,Au\rangle=\langle w,u\rangle=0.
\end{align*}
Thus $Aw\in u^\perp$, so $A|_{u^\perp}:u^\perp\to u^\perp$ is a [linear map](/page/Linear%20Map). For $w,z\in u^\perp$, again using preservation of inner products,
\begin{align*}
\langle A w,A z\rangle=\langle w,z\rangle.
\end{align*}
Therefore $A|_{u^\perp}\in O(u^\perp)$.
The map $\Psi$ is a [group homomorphism](/page/Group%20Homomorphism). If $A,C\in O(n)_u$, then for every $w\in u^\perp$,
\begin{align*}
\Psi(AC)(w)=(AC)w=A(Cw)=\Psi(A)(\Psi(C)(w)).
\end{align*}
Hence
\begin{align*}
\Psi(AC)=\Psi(A)\Psi(C).
\end{align*}
[guided]
The point of passing to $u^\perp$ is that an orthogonal matrix fixing $u$ cannot mix vectors perpendicular to $u$ into the $u$-direction. We make that precise as follows. Define
\begin{align*}
u^\perp:=\{v\in\mathbb{R}^n:\langle v,u\rangle=0\}.
\end{align*}
Let $A\in O(n)_u$, meaning $A\in O(n)$ and $Au=u$. Let $w\in u^\perp$. To prove that $Aw$ is still in $u^\perp$, we must prove $\langle Aw,u\rangle=0$. Since $Au=u$, we may replace $u$ by $Au$, and since $A$ is orthogonal it preserves inner products by [citetheorem:8281]. Therefore
\begin{align*}
\langle Aw,u\rangle=\langle Aw,Au\rangle=\langle w,u\rangle=0.
\end{align*}
Thus $Aw\in u^\perp$.
Now define $O(u^\perp)$ to be the group of linear maps $B:u^\perp\to u^\perp$ preserving the restricted Euclidean inner product:
\begin{align*}
\langle Bw,Bz\rangle=\langle w,z\rangle
\end{align*}
for all $w,z\in u^\perp$. The restriction $A|_{u^\perp}:u^\perp\to u^\perp$ is linear because $A:\mathbb{R}^n\to\mathbb{R}^n$ is linear, and it preserves the inner product because $A$ preserves the inner product on all of $\mathbb{R}^n$. Hence $A|_{u^\perp}\in O(u^\perp)$.
This gives a map
\begin{align*}
\Psi:O(n)_u\to O(u^\perp)
\end{align*}
defined by
\begin{align*}
\Psi(A)=A|_{u^\perp}.
\end{align*}
It respects multiplication because restriction commutes with composition: for $A,C\in O(n)_u$ and $w\in u^\perp$,
\begin{align*}
\Psi(AC)(w)=(AC)w=A(Cw)=\Psi(A)(\Psi(C)(w)).
\end{align*}
So $\Psi(AC)=\Psi(A)\Psi(C)$, and $\Psi$ is a group homomorphism.
[/guided]
[/step]
[step:Extend every orthogonal map of $u^\perp$ by fixing $u$]
For $B\in O(u^\perp)$, define a linear map
\begin{align*}
T_B:\mathbb{R}^n\to\mathbb{R}^n
\end{align*}
by the rule
\begin{align*}
T_B(\alpha u+w)=\alpha u+Bw
\end{align*}
for the unique decomposition $\alpha\in\mathbb{R}$ and $w\in u^\perp$ from the orthogonal direct sum above.
Let $\alpha,\beta\in\mathbb{R}$ and $w,z\in u^\perp$. Since $w$ and $z$ are orthogonal to $u$, and since $B$ preserves the inner product on $u^\perp$, we have
\begin{align*}
\langle T_B(\alpha u+w),T_B(\beta u+z)\rangle=\langle \alpha u+Bw,\beta u+Bz\rangle.
\end{align*}
Expanding by bilinearity of the Euclidean inner product gives
\begin{align*}
\langle \alpha u+Bw,\beta u+Bz\rangle=\alpha\beta\langle u,u\rangle+\alpha\langle u,Bz\rangle+\beta\langle Bw,u\rangle+\langle Bw,Bz\rangle.
\end{align*}
Because $Bw,Bz\in u^\perp$ and $|u|=1$, this becomes
\begin{align*}
\langle T_B(\alpha u+w),T_B(\beta u+z)\rangle=\alpha\beta+\langle w,z\rangle.
\end{align*}
On the other hand,
\begin{align*}
\langle \alpha u+w,\beta u+z\rangle=\alpha\beta+\langle w,z\rangle.
\end{align*}
Thus $T_B$ preserves the Euclidean inner product on $\mathbb{R}^n$. By [citetheorem:8281], $T_B\in O(n)$. Also
\begin{align*}
T_Bu=T_B(1u+0)=u,
\end{align*}
so $T_B\in O(n)_u$.
Define
\begin{align*}
\Theta:O(u^\perp)\to O(n)_u
\end{align*}
by
\begin{align*}
\Theta(B)=T_B.
\end{align*}
If $B,C\in O(u^\perp)$, then for every $\alpha\in\mathbb{R}$ and $w\in u^\perp$,
\begin{align*}
T_BT_C(\alpha u+w)=T_B(\alpha u+Cw)=\alpha u+B(Cw)=T_{BC}(\alpha u+w).
\end{align*}
Hence $\Theta(BC)=\Theta(B)\Theta(C)$, so $\Theta$ is a group homomorphism.
[/step]
[step:Verify the restriction and extension maps are inverse isomorphisms]
Let $A\in O(n)_u$. For every $x\in\mathbb{R}^n$, write $x=\alpha u+w$ with $\alpha\in\mathbb{R}$ and $w\in u^\perp$. Since $Au=u$ and $\Psi(A)=A|_{u^\perp}$, we have
\begin{align*}
(\Theta\circ\Psi)(A)(x)=T_{\Psi(A)}(\alpha u+w)=\alpha u+Aw=A(\alpha u+w)=Ax.
\end{align*}
Thus $(\Theta\circ\Psi)(A)=A$.
Conversely, let $B\in O(u^\perp)$. For every $w\in u^\perp$,
\begin{align*}
(\Psi\circ\Theta)(B)(w)=\Psi(T_B)(w)=T_Bw=Bw.
\end{align*}
Thus $(\Psi\circ\Theta)(B)=B$. Therefore $\Psi$ and $\Theta$ are inverse group isomorphisms, and
\begin{align*}
O(n)_u\cong O(u^\perp).
\end{align*}
[/step]
[step:Identify $O(u^\perp)$ with $O(n-1)$ after choosing an orthonormal basis]
Since $u^\perp$ is an $(n-1)$-dimensional real [inner product space](/page/Inner%20Product%20Space), choose an orthonormal basis $e_1,\dots,e_{n-1}$ of $u^\perp$. Define the linear isometry
\begin{align*}
E:\mathbb{R}^{n-1}\to u^\perp
\end{align*}
by
\begin{align*}
E(a_1,\dots,a_{n-1})=\sum_{i=1}^{n-1}a_i e_i.
\end{align*}
For $M\in O(n-1)$, define
\begin{align*}
\Gamma(M):=E M E^{-1}:u^\perp\to u^\perp.
\end{align*}
Because $E$ is a linear isometry and $M$ preserves the Euclidean inner product on $\mathbb{R}^{n-1}$, the map $\Gamma(M)$ preserves the inner product on $u^\perp$, so $\Gamma(M)\in O(u^\perp)$. The assignment $\Gamma:O(n-1)\to O(u^\perp)$ is a group isomorphism, with inverse $B\mapsto E^{-1}BE$.
Combining the group isomorphisms
\begin{align*}
O(n)_u\cong O(u^\perp)
\end{align*}
and
\begin{align*}
O(u^\perp)\cong O(n-1),
\end{align*}
we obtain
\begin{align*}
O(n)_u\cong O(n-1).
\end{align*}
This proves the theorem.
[/step]