Let $a\in\operatorname{stab}_G(g\cdot x)$; then $a\cdot(g\cdot x)=g\cdot x$, that is $$ (ag)\cdot x=g\cdot x $$ or else $$ (g^{-1}ag)\cdot x=x $$ Therefore $b=g^{-1}ag\in\operatorname{stab}_G(x)$, which means that $$ a=gbg^{-1} $$ where $b\in\operatorname{stab}_G(x)$. This proves one of the inclusions; can you show the other one with a similar technique?