[step:Expand the three double commutators]Let $X,Y,Z\in M(n,\mathbb C)$. First,
\begin{align*}
[Y,Z]=YZ-ZY.
\end{align*}
Using the commutator definition, distributivity of matrix multiplication over matrix addition, and associativity of matrix multiplication,
\begin{align*}
[X,[Y,Z]]=X(YZ-ZY)-(YZ-ZY)X.
\end{align*}
Therefore
\begin{align*}
[X,[Y,Z]]=XYZ-XZY-YZX+ZYX.
\end{align*}
Similarly, since
\begin{align*}
[Z,X]=ZX-XZ,
\end{align*}
we have
\begin{align*}
[Y,[Z,X]]=Y(ZX-XZ)-(ZX-XZ)Y,
\end{align*}
and hence
\begin{align*}
[Y,[Z,X]]=YZX-YXZ-ZXY+XZY.
\end{align*}
Finally, since
\begin{align*}
[X,Y]=XY-YX,
\end{align*}
we have
\begin{align*}
[Z,[X,Y]]=Z(XY-YX)-(XY-YX)Z,
\end{align*}
and hence
\begin{align*}
[Z,[X,Y]]=ZXY-ZYX-XYZ+YXZ.
\end{align*}[/step]