Let u and v be two vectors, with their starting point at the center O of the square ABCD, and their endpoints moving along the sides of the square. Determine the locus of the endpoint of u + v!
This is what I got so far:
$u =\begin{bmatrix} u_1 \\ u_2 \end{bmatrix}$ and $v = \begin{bmatrix} v_1 \\ v_2 \end{bmatrix}$, then $u + v = \begin{bmatrix} u_1 + v_1 \\ u_2 + v_2 \end{bmatrix}$.
Now let's take
$A = (-2a, 2a), B = (-2a, 0), C = (0, 0), D = (0, 2a)$.
Then, the coordinates of the O center is $O=(-a,a)$
My intuition tells me that the locus of the $u+v$ vector endpoint is going to be a circle.
How can I prove this?

No, this set is a (filled) square (blue line in the figure below) with sidelength doubled with respect to the initial square (in black). It is called the Minkowski addition of the two shapes. It is known that the Minkowski sum of two polygonal shapes is a polygonal shape.
More precisely, the Minkowski sum of two shapes $A \oplus B$ can be thought as the shape resulting of the sweeping (see here) of the center of shape $A$ along shape $B$, which indeed gives, in the present case, a filled square with a doubled side.
Here is a graphical representation with 5000 instances of the vector's sum (red points) covering the (big) square.
Here is the Matlab program that has generated the figure (please note how function $f$ encodes - with complex numbers - the initial square)