Given any orthonormal basis {$|i\rangle$}$_{i = 1,2,..,n}$ of $\Bbb{C}^n$, we can express any vector $|\psi\rangle$ as,
$$|\psi\rangle = a_1|1\rangle + a_2|2\rangle + ... +a_n|n\rangle= \sum_{i=1}^n a_i|i\rangle$$
Now, let's define your sum as $\mathbf{A} = \sum_{j=1}^n |j\rangle\langle j|$. Then we want to find $\mathbf{A}|\psi\rangle$.
$$\mathbf{A} |\psi\rangle = \left( \sum_{j=1}^n |j\rangle\langle j| \right) \left( \sum_{i=1}^n a_i|i\rangle\right) = \sum_{j=1}^n \sum_{i=1}^n a_i |j\rangle\langle j|i\rangle$$
$$=\sum_{j=1}^n \sum_{i=1}^n a_i |j\rangle \delta_{ij} = \sum_{i=1}^n a_i |i\rangle = |\psi\rangle$$
Hence, as $\mathbf{A}|\psi\rangle = |\psi\rangle,\space \forall \space |\psi\rangle \in \Bbb{C}^n,$ Then, $\mathbf{A} = \mathbf I_n$