A*a* = (aa)*
Nice Question, mindOnmath.
Let A

->H be a bounded operator on a complex Hilbert space, H, with inner product (x,y) when x and y are vectors in H.
Claim: A*A* = (AA)*.
Proof: For any two vectors x and y in H, we have the following sequence of equalities:
(A*A*x, y) = (A*x,Ay) = (x,AAy) = ( (AA)*x,y). Q.E.D.
Note that all finite dimensional vector spaces over the complex numbers are Hilbert spaces. The claim probably holds for other vector spaces in addition to Hilbert spaces, but, Hilbert spaces are a nice example. For example, the claim probably holds in the "Lp(R,mu)" spaces where R is the real numbers, mu is Lebesque measure, 1<p<infinity, and the "p" in "Lp" should be a superscript. For another example, the claim probably holds for at least some class of unbounded operators. Examples of bounded operators, A, on the infinite dimensional Hilbert space L2(R,mu) are given by integral operators.
For a more sophisticated, and more intuitive, proof, apply either the spectral theorem of the Gelfand transform. The A becomes a function in Linfinity(X,mu) for some measure mu on the maximal ideal space, X, of the C* or W* algebra generated by A, operating by multiplication on L2(X,mu). This reduces the question to the case when H = the complex numbers, C. If lambda is a complex number operating by multiplication on other complex numbers by multiplication, then lambda* = the complex conjugate of lambda. So, this reduces the question to showing that (conj(lambda))(conj(lambda)) = conj(lambdaxlambda), and that is an easy computation:
Let lambda = a+bi where i is the square root of -1.
Then (conj(lambda))(conj(lambda)) = (a-ib)(a-ib) = aa-bb - 2abi.
And, conj(lambdaxlambda) = conj((a+ib)(a+ib)) = conj(aa-bb + 2abi) = aa-bb - 2abi. QED.
This second proof extends to some class of unbounded operators.
Note that neither proof assumes that the Hilbert space is separable.
DeaconJohn