Consider $A$ as a matrix over $\mathbb{C}$. Then we have that for all $\mathbf{x},\mathbf{y}\in\mathbb{C}^n$,
$$\langle A\mathbf{x},\mathbf{y} \rangle = \langle \mathbf{x},A^*\mathbf{y}\rangle,$$
where $\langle-,-\rangle$ is the standard complex inner product, and $A^*$ is the adjoint (which relative to the standard complex inner product is given by the conjugate transpose of $A$). Since $A$ is a real matrix, the adjoint is equal to the transpose, so for every $\mathbf{x},\mathbf{y}\in\mathbb{C}^n$, you have
$$\langle A\mathbf{x},\mathbf{y}\rangle = \langle \mathbf{x},A^T\mathbf{y}\rangle = \langle \mathbf{x},-A\mathbf{y}\rangle = -\langle \mathbf{x},A\mathbf{y}\rangle.$$
Now suppose that $\mathbf{x}$ is an eigenvector with eigenvalue $\lambda$. Setting $\mathbf{y}=\mathbf{x}$, we have
$$\langle A\mathbf{x},\mathbf{x}\rangle = \langle \lambda\mathbf{x},\mathbf{x}\rangle = \lambda \lVert\mathbf{x}\rVert^2.$$
On the other hand,
$$-\langle \mathbf{x},A\mathbf{x}\rangle = -\langle\mathbf{x},\lambda\mathbf{x}\rangle = -\overline{\lambda}\langle\mathbf{x},\mathbf{x}\rangle = -\overline{\lambda}\lVert\mathbf{x}\rVert^2.$$
These two are equal, and since $\mathbf{x}$ is an eigenvector, then $\lVert\mathbf{x}\rVert\neq 0$. Therefore, we have that $\lambda=-\overline{\lambda}$, and hence $\lambda$ is either $0$ or a pure imaginary number.