Let $\sim$ be an equivalence relation on a class $X$. The following are equivalent for $x,y \in X$.
1) $[x]=[y]$
2) $x \sim y$
3) $x \in [y]$
4) $y \in [x]$
5) $[x] \bigcap [y] \neq \emptyset$
I have a feeling this should be a very basic proof but I don't understand how to go about proving the equivalence of all these statements.
This is a classic problem where you should try something like this: $$1\Rightarrow2\Rightarrow3\Rightarrow4\Rightarrow5\Rightarrow1 $$
So for example let's do the first step $1\Rightarrow2$:
We assume $[x]=[y]$ and we want to show, that $x\sim y$.
First recall the definition of an equivalence class:
$[x]=\{ x'\in X \mid x\sim x' \}$
Since $[x]=[y]$, we have $[x]=\{ x'\in X \mid x\sim x' \}=\{ y'\in X \mid y\sim y' \}=[y]$.
Hence there must be an element, say $a\in [x]=[y]$ satisfying: $x\sim a \sim y$ and by transitivity of the equivalance relation we get $2$.
Now it's your turn :)
On your comment:
$2\Rightarrow 3$:
You assume $2$ is true and you want to show that $3$ is true:
$$x\sim y \Rightarrow x\in [y]$$
You don't have to show that $\sim $ is an equivalence relation, in fact you should use that. It's a prerequisite stated in the problem, so you can use it whenever you like (or when it makes sense). Just try to proof one step at a time.