My Proof:
$|a +b| = |a| +|b|$ ..... $(i)$
$|a +b| < |a| + |b|$ ..... $(i)$
If $'a'$ and $'b'$ have same signs:
Let $a$ and $b$ be equal to $-x$. Replacing $a$ and $b$ with $-x$ in the equation $(i)$, we get the following result:
$|-x +(-x)| = |-x| + |-x|$
$|-x -x| = -(-x) -(-x)$
$|-2x| = x +x$
$-(-2x) = 2x$
$2x = 2x$ ..... Proved
If $'a'$ and $'b'$ have opposite signs:
Let $a = x$ and $b = -x$. Then, by replacing $a$ and $b$ with $x$ and $-x$ respectively in the inequality $(i)$, we get the following result:
$|x +(-x)| < |x| + |-x|$
$|x -x| < x -(-x)$
$|0| < x +x$
$0 < 2x$ ..... Proved
Is this way valid for proving what has been asked to prove in the problem?
You may want to use the definition of absolute value, i.e.
$|x| := \left\{\begin{array}{l}x, \mbox{if } x > 0 \\ -x, \mbox{if } x < 0 \end{array}\right.$
Next consider four cases:
Case 1. $a, b > 0$
Then $|a| = a$ and $|b| = b$. Further, $|a + b| = a + b$. Can you finish the proof for this?
Case 2. $a, b < 0$
Then $|a| = -a$ and $|b| = -b$. More so, $|a + b| = -(a + b)$. And so on...
Case 3. $a < 0 < b$.
Then $|a| = -a > a$ and $|b| = b$...
Case 4. $b < 0 < a$.
Similar to the previous case.
p.s. Of course one can reduce further the cases, but I think for now it is best that you consider all cases...