Please check my proof
If $H\triangleleft G$ then $gHg^{-1}=H $ for every $g\in G $
If $K\triangleleft G$ then $gKg^{-1}=K$ for every $g\in G$
Then $H\cap K = gHg^{-1}gKg^{-1}=gHKg^{-1}$
Then $H\cap K\triangleleft G$
Please check my proof
If $H\triangleleft G$ then $gHg^{-1}=H $ for every $g\in G $
If $K\triangleleft G$ then $gKg^{-1}=K$ for every $g\in G$
Then $H\cap K = gHg^{-1}gKg^{-1}=gHKg^{-1}$
Then $H\cap K\triangleleft G$
On
You proof is flawed as $$H\cap K \subseteq H\subseteq HK$$ where equality does not need to hold so you cannot say that.
A better method is this to show that for $x\in H\cap K$ we have $gxg^{-1}\in H\cap K$ for all $g$.
This is trivial as $x\in H$ gives that $gxg^{-1}\in H$ and $x\in K$ gives that $gxg^{-1}\in K$ which means that $gxg^{-1}\in H\cap K$.
The third line is wrong: you seem to be claiming that $H\cap K=HK$, which isn't true (e.g. try $G=\mathbb Z/6\mathbb Z$, $H=\langle2\rangle$, $K=\langle3\rangle$).
What you should be doing is proving that $g(H\cap K)g^{-1}=H\cap K$. Hint: Take $a\in H\cap K$; then $a\in H$ and $a\in K$, so what can you say about $gag^{-1}$?