Let $G$ a group and $A=G$, prove that the maps defined by $g\cdot a =ag^{-1}$ for all $g, a\in G$ satisfy the axioms of a left group action.

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In Dummit and Foote's Abstract algebra (p.45 exercise 15), there's a problem asking

Let $G$ a group and $A=G$, prove that the maps defined by $g\cdot a =ag^{-1}$ for all $g, a\in G$ satisfy the axioms of a left group action.

So I know I have to prove that $g_1\cdot(g_2\cdot a) = (g_1g_2)\cdot a$. But when you attempt that, you get $$g_1(g_2a) = g_1(ag_2^{-1}) = a(g_2g_1)^{-1} \stackrel{?}{=} a(g_1g_2)^{-1} = (g_1g_2)a.$$ But because $G$ need not be abelian, this need not be true. What is it I'm missing here?

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You made an edit within the five minutes, so it doesn't appear. But note that the group action does indeed satisfy: $$g_1\cdot(g_2\cdot a)=g_1\cdot(ag_2^{-1})=ag_2^{-1}g_1^{-1}=a(g_1g_2)^{-1}=(g_1g_2)\cdot a.$$

Note that being abelian doesn't matter here, and you are best off leaving the '$\cdot$' in your calculations, just so you don't get tempted to use your group multiplication (as opposed to using the given group action).

Note that $(ab)^{-1}=b^{-1}a^{-1}$. This doesn't rely on commutativity. You wish to find the inverse of $ab$, then naturally if you want to invert this from the right, you will first invert by $b$ and then by $a$, $abb^{-1}a^{-1}=e$. (I.e. you've made an error in the edit, on the third equality.)