Proof. (AoPSWiki) We will use the notation [ABC] to denote the area of a triangle with vertices A,B,C.
First, suppose AD,BE,CF meet at a point X. We note that triangles ABD,ADC have the same altitude to line BC, but bases BD and DC. It follows that DCBD=[ADC][ABD]. The same is true for triangles XBD,XDC, so
DCBD=[ADC][ABD]=[XDC][XBD]=[ADC]−[XDC][ABD]−[XBD]=[AXC][ABX].
Similarly, EACE=[BXA][BCX] and FBAF=[CXB][CAX],
so
DCBD⋅EACE⋅FBAF=[AXC][ABX]⋅[BXA][BCX]⋅[CXB][CAX]=1.
Now, suppose D,E,F satisfy Ceva's criterion, and suppose AD,BE intersect at X. Suppose the line CX intersects line AB at F′. We have proven that F′ must satisfy Ceva's criterion. This means that F′BAF′=FBAF, so F′=F and line CF concurs with AD and BE. ■
Note: there is also a proof with barycentric coordinates, which you will find out about when you reach that section!