It seems strange that nobody has given the following proof. The most easy way to understand this is working with complex numbers, and for simplicity I will work in $\mathbb{C}^n$. A function $(\cdot, \cdot)$ from $\mathbb{C}^n \times \mathbb{C}^n$ to $\mathbb{C}$ is an inner product if it satisfies (note that I switched a little bit the inner product definition!)
$(\cdot, \cdot)$ is linear in the second argument, $$\left(\vec{v},\sum_{i} c_i \vec{w}_i \right)=\sum_{i} c_i (\vec{v},\vec{w}_i),$$ with $\vec{v},\vec{w}_i \in \mathbb{C}^n$.
$(\vec{v},\vec{w})=(\vec{w},\vec{v})^*$, where $*$ means complex conjugation.
$(\vec{v},\vec{v})\geq 0$ with equality if and only if $\vec{v}=0$.
By definition, the inner product is linear in the second entry always. It is the first entry that one has to prove that it is conjugate-linear. But then take property 2, i.e.
\begin{equation}
\begin{split}
\left(\sum_i c_i\vec{v}_i,\vec{w} \right) &= \left(\vec{w},\sum_i c_i\vec{w} \right)^*\\
&= \sum_i c_i^*\left(\vec{w},\vec{v}_i \right)^*\\
&= \sum_i c_i^*\left(v_i,w_i \right),
\end{split}
\end{equation}
where I have used properties 1 and 2 of the inner product and the fact that, for two complex numbers $z_1,z_2$ ($\left(\vec{a},\vec{b} \right)\in\mathbb{C}$) $(z_1,z_2)^*=z_1^* z_2^*$. If you instead work with real numbers, then the complex conjugation does not affect the first argument, obviously...