[proofplan]
We verify the $T_1$ separation condition directly from the definition of the [cofinite topology](/page/Cofinite%20Topology). Given two distinct points, remove one of them from $X$; the complement is a singleton, hence finite, so the resulting set is open in the cofinite topology. This gives an open neighbourhood of either point which excludes the other point.
[/proofplan]
[step:Separate two distinct points by deleting one of them]
Let $x,y\in X$ satisfy $x\ne y$. Define the subset $U_y\subset X$ by
\begin{align*}
U_y:=X\setminus\{y\}.
\end{align*}
Its complement in $X$ is
\begin{align*}
X\setminus U_y=\{y\}.
\end{align*}
The set $\{y\}$ is finite, so by the definition of $\tau_{\mathrm{cof}}$ we have $U_y\in\tau_{\mathrm{cof}}$. Since $x\ne y$, we also have $x\in U_y$ and $y\notin U_y$. Thus there is an [open set](/page/Open%20Set) containing $x$ and not containing $y$.
[guided]
Fix two points $x,y\in X$ with $x\ne y$. To prove the $T_1$ condition, we need an open set that contains one of these points while excluding the other. The cofinite topology is designed precisely for this kind of argument: a subset of $X$ is open when its complement is finite.
Define
\begin{align*}
U_y:=X\setminus\{y\}.
\end{align*}
This set removes exactly the point $y$ from $X$. Its complement relative to the ambient set $X$ is
\begin{align*}
X\setminus U_y=\{y\}.
\end{align*}
Because a singleton is finite, the defining property of the cofinite topology gives
\begin{align*}
U_y\in\tau_{\mathrm{cof}}.
\end{align*}
The inequality $x\ne y$ implies $x\notin\{y\}$, so $x\in X\setminus\{y\}=U_y$. On the other hand, $y\notin X\setminus\{y\}=U_y$ by construction. Therefore $U_y$ is an open set containing $x$ and excluding $y$.
[/guided]
[/step]
[step:Repeat the separation in the opposite direction]
Define the subset $U_x\subset X$ by
\begin{align*}
U_x:=X\setminus\{x\}.
\end{align*}
Then
\begin{align*}
X\setminus U_x=\{x\},
\end{align*}
which is finite. Hence $U_x\in\tau_{\mathrm{cof}}$. Since $x\ne y$, we have $y\in U_x$ and $x\notin U_x$. Thus there is an open set containing $y$ and not containing $x$.
[/step]
[step:Conclude that the cofinite space is $T_1$]
For every pair of distinct points $x,y\in X$, the preceding steps produce an open set $U_y\in\tau_{\mathrm{cof}}$ with $x\in U_y$ and $y\notin U_y$, and an open set $U_x\in\tau_{\mathrm{cof}}$ with $y\in U_x$ and $x\notin U_x$. This is exactly the $T_1$ separation condition. Therefore $(X,\tau_{\mathrm{cof}})$ is a $T_1$ space.
[/step]