Let $\underline G$ be an arbitrary Lie algebra. For arbitrary $X,Y\in\underline G$, we can define the adjoint of $X$ by $\text{ad}_X(Y)=[X,Y]$. Thus, $\text{ad}_X$ is a linear map on $\underline G$.
Given the adjoint, one defines the Killing Form $g(X,Y)=\text{Tr}(\text{ad}_X\circ \text{ad}_Y)$.
I don't understand what $\text{Tr}$ means in this context. I understand that $\underline G$ is a vector space, so $\text{ad}_X\circ \text{ad}_Y$ is a linear map on the vector space, thus something that we should be able to take a trace of. But as far as I can tell, there is no canonical basis of $\underline G$, so I don't know what basis to take the trace in. There's no inner product defined on $\underline G$, so I can't just pick an orthonomal basis.
What does this trace mean? It would be helpful to see a simple example, the specific context I'm interested in is when $\underline G$ is the Lie algebra of $SU(n)$.