[proofplan]
We prove the identity directly from the divisibility definition of [greatest common divisor](/page/Greatest%20Common%20Divisor). Set $g=\gcd(a,b)$ and $h=\gcd(g,c)$. First we show that $h$ divides each of $a,b,c$, using $h \mid g$ and $g \mid a,b$. Then we show that every common divisor of $a,b,c$ divides $h$, by passing through the defining maximal divisibility property of $g$ and then of $h$.
[/proofplan]
[step:Define the two binary gcds and verify they are available]
Let
\begin{align*}
g = \gcd(a,b).
\end{align*}
Since $(a,b) \ne (0,0)$ and greatest common divisors are nonnegative, we have $g \in \mathbb{Z}_{>0}$. In particular $(g,c) \ne (0,0)$, so the binary greatest common divisor
\begin{align*}
h = \gcd(g,c)
\end{align*}
is defined and satisfies $h \in \mathbb{Z}_{\ge 0}$.
[/step]
[step:Show that $h$ has the defining divisibility property of $\gcd(a,b,c)$]
Since $h=\gcd(g,c)$, the definition of the binary gcd gives $h \mid g$ and $h \mid c$. Since $g=\gcd(a,b)$, the definition of the binary gcd gives $g \mid a$ and $g \mid b$. Divisibility is transitive in $\mathbb{Z}$, so $h \mid a$ and $h \mid b$. Therefore $h$ divides each of $a,b,c$.
Now let $r \in \mathbb{Z}$ be any common divisor of $a,b,c$. Then $r \mid a$ and $r \mid b$, so the defining property of $g=\gcd(a,b)$ gives $r \mid g$. Since also $r \mid c$, the integer $r$ is a common divisor of $g$ and $c$. The defining property of $h=\gcd(g,c)$ therefore gives $r \mid h$.
[guided]
We must prove that $h$ satisfies exactly the definition assigned to $\gcd(a,b,c)$ in the theorem statement. There are two requirements: first, $h$ must divide all three integers $a,b,c$; second, every common divisor of $a,b,c$ must divide $h$.
For the first requirement, use the two binary gcd definitions in sequence. Since $h=\gcd(g,c)$, we have
\begin{align*}
h \mid g
\end{align*}
and
\begin{align*}
h \mid c.
\end{align*}
Since $g=\gcd(a,b)$, we have
\begin{align*}
g \mid a
\end{align*}
and
\begin{align*}
g \mid b.
\end{align*}
The relation $h \mid g$ and $g \mid a$ implies $h \mid a$ by transitivity of divisibility in $\mathbb{Z}$; similarly, $h \mid g$ and $g \mid b$ imply $h \mid b$. Together with $h \mid c$, this proves that $h$ is a common divisor of $a,b,c$.
For the second requirement, take an arbitrary integer $r \in \mathbb{Z}$ such that $r \mid a$, $r \mid b$, and $r \mid c$. Because $r$ divides both $a$ and $b$, the defining greatest-divisor property of $g=\gcd(a,b)$ gives
\begin{align*}
r \mid g.
\end{align*}
Together with $r \mid c$, this says that $r$ is a common divisor of $g$ and $c$. Applying the defining greatest-divisor property of $h=\gcd(g,c)$ gives
\begin{align*}
r \mid h.
\end{align*}
Thus every common divisor of $a,b,c$ divides $h$, which is the key maximality condition for the three-term gcd.
[/guided]
[/step]
[step:Conclude by uniqueness of the three-term greatest common divisor]
The previous step proves that $h$ is a nonnegative integer dividing $a,b,c$ and that every common divisor of $a,b,c$ divides $h$. Since $(a,b) \ne (0,0)$, the three integers $a,b,c$ are not all zero, so the defining uniqueness of $\gcd(a,b,c)$ applies. Hence
\begin{align*}
h=\gcd(a,b,c).
\end{align*}
Recalling that $h=\gcd(g,c)$ and $g=\gcd(a,b)$, we obtain
\begin{align*}
\gcd(a,b,c)=\gcd(\gcd(a,b),c).
\end{align*}
This is the desired identity.
[/step]