I am stuck on this problem. Let's just consider the case where $|a|$ is finite. So $|a| = n$ where $n$ is the least positive integer such that $a^{n} = e$.
First I need to show that $|g^{-1}ag| \le n$.
I notice that $g^{-1}a^{n}g = g^{-1}eg = g^{-1}g = e$. But does this imply that $(g^{-1}ag)^{n} = e$? If so, why? This is where I am stuck.
Conjugation is an isomorphism. Isomorphisms preserve the orders of elements. There is no need to restrict to finite orders.