"Don't panic!"
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So I know that this involves using the chain rule, but is the following attempt at a proof correct.
Let M be an n-dimensional manifold and let (U,\phi) and (V,\psi) be two overlapping coordinate charts (i.e. U\cap V\neq\emptyset), with U,V\subset M, covering a neighbourhood of p\in M, such that p\in U\cap V. Consider a function f:M\rightarrow\mathbb{R}, and let x=\phi(p), y=\psi(p). It follows then that $$\frac{\partial f}{\partial x^{\mu}}(p)=\frac{\partial}{\partial x^{\mu}}\left((f\circ\phi^{-1})(\phi(p))\right)=\frac{\partial}{\partial x^{\mu}}\left[(f\circ\psi^{-1})\left((\psi\circ\phi^{-1})(\phi(p))\right)\right]\\ \qquad \quad\; =\frac{\partial}{\partial y^{\nu}}\left[(f\circ\psi^{-1})\left((\psi\circ\phi^{-1})(\phi(p))\right)\right]\frac{\partial}{\partial x^{\mu}}\left[\left((\psi\circ\phi^{-1})^{\nu}(\phi(p))\right)\right]\\ =\frac{\partial f}{\partial y^{\nu}}(p)\frac{\partial y^{\nu}}{\partial x^{\mu}}(p)\qquad\qquad\qquad\qquad\qquad\qquad\qquad\quad\,$$ where y(x)=(\psi\circ\phi^{-1})(\phi(p)).
Hence, as f is an arbitrary differentiable function, we conclude that $$\frac{\partial }{\partial x^{\mu}}=\frac{\partial y^{\nu}}{\partial x^{\mu}}\frac{\partial }{\partial y^{\nu}}$$ From this, we note that as \lbrace\frac{\partial }{\partial x^{\mu}}\rbrace and \lbrace\frac{\partial }{\partial y^{\nu}}\rbrace are two coordinate bases for the tangent space T_{p}M at the point p, the two bases must be related by the formula above.
Let M be an n-dimensional manifold and let (U,\phi) and (V,\psi) be two overlapping coordinate charts (i.e. U\cap V\neq\emptyset), with U,V\subset M, covering a neighbourhood of p\in M, such that p\in U\cap V. Consider a function f:M\rightarrow\mathbb{R}, and let x=\phi(p), y=\psi(p). It follows then that $$\frac{\partial f}{\partial x^{\mu}}(p)=\frac{\partial}{\partial x^{\mu}}\left((f\circ\phi^{-1})(\phi(p))\right)=\frac{\partial}{\partial x^{\mu}}\left[(f\circ\psi^{-1})\left((\psi\circ\phi^{-1})(\phi(p))\right)\right]\\ \qquad \quad\; =\frac{\partial}{\partial y^{\nu}}\left[(f\circ\psi^{-1})\left((\psi\circ\phi^{-1})(\phi(p))\right)\right]\frac{\partial}{\partial x^{\mu}}\left[\left((\psi\circ\phi^{-1})^{\nu}(\phi(p))\right)\right]\\ =\frac{\partial f}{\partial y^{\nu}}(p)\frac{\partial y^{\nu}}{\partial x^{\mu}}(p)\qquad\qquad\qquad\qquad\qquad\qquad\qquad\quad\,$$ where y(x)=(\psi\circ\phi^{-1})(\phi(p)).
Hence, as f is an arbitrary differentiable function, we conclude that $$\frac{\partial }{\partial x^{\mu}}=\frac{\partial y^{\nu}}{\partial x^{\mu}}\frac{\partial }{\partial y^{\nu}}$$ From this, we note that as \lbrace\frac{\partial }{\partial x^{\mu}}\rbrace and \lbrace\frac{\partial }{\partial y^{\nu}}\rbrace are two coordinate bases for the tangent space T_{p}M at the point p, the two bases must be related by the formula above.