While you have been given the answer to why orbits are elliptical in Newton's theory of gravitation, I think it is relevant to point out that you can only prove things mathematically under some assumptions - in this case that Newtonian mechanics hold and that the gravitational centripetal force is given by an attractive 1/r potential.
However, in physics there really is only one way of testing predictions and that is to make experimental measurements. As it turns out, planetary orbits (even correcting for the gravitational influence of other celestial bodies) are not elliptical (although very close to). The discrepancy between the prediction of Newton's theory and measurements, most apparent as the perihelion shift of Mercury, is accounted for in general relativity.