Suppose A: $n \times n$ orthogonal matrix, $\lambda$ is an eigenvalue of A and $x$ is corresponding eigenvector.
We know that $Ax = \lambda x$
Then $(Ax)^T (Ax) = x^T A^T Ax = (Ax) \cdot (Ax) = |Ax|^2 = \lambda^2 |x|^2$.
In addition we know that $(Ax)^T (Ax) = x^T A^T A x = x^T I x= x \cdot x = |x|^2$.
So $\lambda^2 = 1$. Hence $\lambda = 1,-1$.
Why can we say that $x^T A^T Ax = (Ax) \cdot (Ax)$ and $x^T I x= x \cdot x$?
First you can say $x^T A^T Ax = (Ax) \cdot (Ax)$ because $$x^T A^T Ax = (Ax)^T (Ax)$$ and because $x^Ty = x \cdot y$ (inner product is the scalar product) Also note that $Ix = x$ for any $x$, so again $$x^T I x= x^T x = x \cdot x$$