Intersection of conjugate subgroups is normal

For every $g\in G$, we have $$ gKg^{-1}=g\left(\bigcap_{g'\in G} g'Hg'^{-1}\right)g^{-1}=\bigcap_{g'\in G} gg'Hg'^{-1}g^{-1}=\bigcap_{g'\in G} gg'H(gg')^{-1} $$ $$ =\bigcap_{g'\in G}g'Hg'^{-1}=K. $$ Note that the less trivial step is the second one. It is due to the fact that $x\longmapsto gxg^{-1}$ is injective for $\supseteq$. The inclusion $\subseteq$ is straightforward.

This is not much different in essence, but emphasizes the other important definition of normal subgroup as kernel of homomorphism.

Consider the action of $G$ on the cosets of $H$ given by multiplication. This is a homomorphism $\phi$ from $G$ to the symmetric group on the set $G/H = \{ gH : g \in G \} = \{ \{ gh: h \in H \} : g \in G \}$. As such, it has a kernel $K$, those $k$ such that $kgH = gH$ for all $g \in G$. This is precisely the $k$ such that $kg = gh_g$ for some $h_g \in G$ dependent on $g$, that is $k = gh_g g^{-1} \in gHg^{-1}$. In other words, $\bigcap_{g\in G} gHg^{-1} = \ker(\phi)$.