My solution
I'd say the problem's more involved than it first looks. One's not forced to reduce his analysis to bounded everywhere defined operators on an abstract complex Hilbert space, so the solution is really involved.
So A:D(A)\rightarrow \mbox{Ran}(A) is a densly defined linear operator on an abstract complex Hilbert space \mathcal{H}, i.e.
\overline{D(A)}=\mathcal{H} (1)
Therefore its adjoint exists and we also assume that the adjoint is densly defined and therefore its adjoint - A^{\dagger\dagger} exists.
It it crucial to the proof that
\overline{D(A)\cap D\left(A^{\dagger}\right)}=\mathcal {H} (2)
so that its adjoint exists so we can prove that
i\left(A-A^{\dagger}\right) \subseteq \left(i\left(A-A^{\dagger}\right)\right)^{\dagger} (3)
First we tackle the domain question. The "i" multiplying the operators is inessential to the domain issues and therefore can be neglected.
D\left(A-A^{\dagger}\right)=D(A)\cap D\left(A^{\dagger}\right)\subseteq D\left(A^{\dagger\dagger}\right)\cap D\left(A^{\dagger}\right) (4)
since a theorem insures us that, if the double adjoint exists, the double adjoint is an extension of the original operator, i.e.
A\subseteq A^{\dagger\dagger} (5)
which means that
D(A)\subseteq D\left(A^{\dagger\dagger}\right) (6) and
A\psi =A^{\dagger\dagger}\psi , \forall \psi\in D(A) (7)
There's another theorem in Hilbert space that says
\left(A^{\dagger}-A^{\dagger\dagger}\right)\subseteq \left(A-A^{\dagger}\right)^{\dagger} (8)
which means that
D\left(A^{\dagger}-A^{\dagger\dagger}\right)=D\left(A^{\dagger}\right)\cap D\left(A^{\dagger\dagger}\right)\subseteq D\left(\left(A-A^{\dagger}\right)^{\dagger}\right) (9)
Compare now (9) and (4). It follows that
D\left(A-A^{\dagger}\right)\subseteq D\left(\left(A-A^{\dagger}\right)^{\dagger}\right) (10)
from which trivially
D\left(i\left(A-A^{\dagger}\right)\right)\subseteq D\left(i\left(A-A^{\dagger}\right)^{\dagger}\right) (11)
So the first part of the proof is done. We're tackling now the ranges/codomains issue. We need to prove that
i\left(A-A^{\dagger}\right) \chi =\left(i\left(A-A^{\dagger}\right)\right)^{\dagger} \chi , \ \forall \chi\in D\left(i\left(A-A^{\dagger}\right)\right) (12)
Consider the scalar product:
\langle \psi, i\left(A-A^{\dagger}\right)\chi \rangle , \forall \psi \in D\left(A^{\dagger}\right)\cap D\left(A^{\dagger\dagger}\right) (13)
We claim that:
\langle \psi, i\left(A-A^{\dagger}\right)\chi \rangle =\langle \psi, i\left(A\chi-A^{\dagger}\chi)\rangle=\langle -iA^{\dagger}\psi,\chi\rangle -\langle -iA^{\dagger\dagger}\psi ,\chi\rangle =\langle -iA^{\dagger}\psi,\chi\rangle -\langle -iA\psi ,\chi\rangle (14)
by the virtue of (7). Then
\langle -iA^{\dagger}\psi,\chi\rangle -\langle -iA\psi ,\chi\rangle =\langle i\left(A-A^{\dagger}\right)\psi, \chi\rangle =\langle \psi, \left(i\left(A-A^{\dagger}\right)\right)^{\dagger}\chi\rangle (15)
Compare (14) and (15) and we conclude that
i\left(A-A^{\dagger}\right) \chi =\left(i\left(A-A^{\dagger}\right)\right)^{\dagger} \chi
So the second part of the proof is completed. The whole proof is complete. QED.