For any $x$ and any $y$
$(x,x) \in R$ and $(y,y) \in R$ (since $R$ is reflexive)
So there exist $[x]$ and $[y]$ equivalence classes for $R$.
When $[x]$ and $[y]$ are equivalence classes of $R$ then, there are possible two status which is either $[x] = [y]$ or $[x] \neq [y]$,
Assume if $[x] \neq [y]$ then $[x] \cap [y] \neq \varnothing$.
Let $z$ be an arbitrary element for $[x] \cap [y]$.
then $z \in [x] \cap [y] \implies z \in [x]$ and $z \in [y]$ but $[x] \neq [y]$ Therefore, This is contradiction! Therefore, if $[x] \neq [y]$ then $[x] \cap [y] = \varnothing$.
if either $[x] = [y]$ or $[x] \neq [y]$, $\implies$ either $[x] = [y]$ or $[x] \cap [y] = \varnothing$. (since if $[x] \neq [y]$ then $[x] \cap [y] = \varnothing$)
Is this correct? Is there a fault? Is there another way to prove it?
There are only two possibilities: either $[x]\cap[y]=\emptyset$ or $[x]\cap[y]\neq\emptyset$. Now $[x]\cap[y]\neq\emptyset$ means that there exists an element $z\in[x]\cap[y]$.
If $z\in[x]\cap[y]$, then $xRz$ and $yRz$, which implies by transitivity and symmetry ($yRz\implies zRy$) that $xRy$. In that case you can show $[x]=[y]$. This is because for any $a\in A$ with $aRx$, $aRx$ and $xRy$ implies by transitivity that $aRy$, and hence $[x]\subseteq[y]$. The reverse inclusion $[y]\subseteq[x]$ follows similalry.