With additional parameters that: \begin{align} \ r^2 &= x_j x_j \\ \end{align} and \begin{align} \ \frac{\partial x_i}{\partial x_j} = \delta_{ij}\\ \end{align}
So, what I managed to figure so far is that: \begin{align} \nabla ^2 r^n &= \nabla \cdot (\nabla r^n ) \\ &=\nabla \cdot (nr^{n-1} \frac{\partial r}{\partial x_i}) \\ \end{align}
where I found that: \begin{align} \ \frac{\partial r}{\partial x_i} = \frac{x_i}{r} \\ \end{align} using the above parameters, but beyond that, I am stuck on how to proceed with the rest of the equation for the proof.
We have $r=|\textbf{x}|$ and $$\frac{\partial r^n}{\partial x_i}=nr^{n-1}\frac{\partial r}{\partial x_i}=x_inr^{n-2}$$ $$\frac{\partial^2 r^n}{\partial x_{i}^2}=n\left(r^{n-2}+(n-2)x_{ i }^2r^{n-4}\right)$$
Thus $$\nabla^2 r^{n}=n\left(3r^{n-2}+(n-2)r^{n-2}\right)=n(n+1)r^{n-2}$$
Or note that if $f=f(r)$ and $r=|\textbf{x}|$, then $\nabla f=\frac{\partial f}{\partial r}\nabla r=\frac{\partial f}{\partial r}\frac{\textbf{x}}{r}.$ So we have
$$ \nabla ^2 r^n = \nabla \cdot (\nabla r^n )=\nabla \cdot (nr^{n-1} \frac{\textbf{x}}{r})$$ $$=n\left(\textbf{x}\nabla\cdot \left(\frac{r^{n-1}}{r}\right)+r^{n-2}\nabla\cdot \textbf{x}\right)$$ $$=n\left(r(n-2)r^{n-3}+3r^{n-2}\right)=n(n+1)r^{n-2}$$