Unfortunately I did not know two other answers had been posted while I was typing out this answer, so here is my answer:
The obviously easier method which is to look at the pattern (or the formula given to prove), check its validity for $a_1 = 1$ and $a_2 = 3$ and assume it to be true for $a_n$ and prove it for $a_{n+1}$ like such:
Assuming $a_n = 2^n + 1$, multiply this by $2$ to get $2a_n = 2^{n+1} - 2$ but $a_{n+1} = 2a_n + 1 \implies a_{n+1} = 2^{n+1} - 2 + 1 = 2^{n+1} - 1$
Thus if the formula is valid for $1,2$ and assuming it to be valid for $n$, we proved it to be valid for $n+1$, put $n = 2$ to get it is valid for $3$ and $n = 3$ to get it is valid for $4$ and so on (this is also called principle of mathematical induction)
Now for the better method, I only get one method in mind to prove it without assuming anything which is as follows:
\begin{align}
a_1 &= 1 \tag1\label1 \\
a_2 &= 2a_1 + 1 \tag2\label2 \\
a_3 &= 2a_2 + 1 \tag3\label3 \\
\vdots & \\
a_n &= 2a_{n-1} + 1 \tag{$n$}\label{n}
\end{align}
Multiply equation $r$ by $2^{n-r}$ and add all equations from \eqref{1} to \eqref{n} and see that equation $r$ + equation $r+1$ gives $2^{n-r-1}a_{r+1} = 2^{n-r-1} + 2^{n-r}$ and following through this "chain reaction" of equations, we get $a_n = 1 + 2 + 4 + \dots + 2^{n-1}$
$\therefore a_n = 1 + 2 + 4 + \dots + 2^{n-1} \tag{$n+1$}\label{n+1}$
multiplying this equation by $2$ to get:
$2a_n = 2 + 4 + 8 + \dots + 2^n \tag{$n+2$}\label{n+2}$
equation \eqref{n+2} - equation \eqref{n+1} gives $a_n = 2^n - 1$ (all middle terms $2, 4, 8$ cancel out).
This proves the formula $a_n = 2^n - 1$