Here is a proof in the same spirit as RobertZ's.
First, let's relate the Fibonacci numbers to the following problem:
Suppose that you want to go up some flight of stairs and at every step you can take either one or two stairs: in how many ways can you get up the stairs?
Well, if we say that there are $n$ stairs, then it turns out there are $F_{n+1}$ ways to do it.
A very easy inductive proof shows why:
Base cases: If there is $1$ stairs, you can do it in only $1$ way, and indeed $F_{1+1}=F_2=1$. If there are $2$ stairs, then there are two ways: either take two steps of $1$, or take one step of $2$. And indeed, $F_{2+1}=F_3=2$
Inductive step: Say you have $n >2$ stairs. For your first step you can either go one up or two stairs up. By inductive hypothesis, there are $F_{n}$ ways to finish climbing the $n-1$ stairs after having taken a step of $1$ stairs, and there are $F_{n-1}$ ways to finish climbing the $n-2$ stairs after having taken a step of $2$ stairs. So, there are $F_{n}+F_{n-1}=F_{n+1}$ ways to climb $n$ stairs.
OK, so now that we have made a connection between the Fibonacci numbers and the number of ways to climb stairs in this way, we can prove your desired result very quickly:
Let's climb $m+n-1$ stairs. We now know we can do this in $F_{m+n}$ ways. But note that there are two different possibilities for us climbing those $m+n-1$ stairs:
The first way is that as we climb the stairs, we will at some point have climbed exactly $n$ stairs. If this happens, then there are $m-1$ stairs left to climb, which can be done in $F_m$ ways. And since then there are $F_{n+1}$ ways to climb the first $n$ stairs, that means that there are $F_m \cdot F_{n+1}$ ways to climb all the $m+n-1$ stairs this way.
The second way is that at some point we will have climbed exactly $n-1$ stairs, which can be done in $F_{n}$ ways, after which we take a single step of $2$ stairs, and then finish climbing the remaining $m-2$ stairs. This can therefore be done in $F_{m-1} \cdot F_{n}$ ways
The total number of ways to climb the $m+n-1$ stairs, then, is the sum of these two ways, and so it must be true that:
$$F_{m+n} = F_{m-1} \cdot F_{n} + F_{m} \cdot F_{n+1}$$
So note that after I established the connection between climbing stairs and the Fobonacci numbers, the proof was straightforward (and did not use induction). But to establish the connection, I used induction.