One way to see this for a metric space, is to use that every point of an open ball $B(x,r) = \\{y: d(x,y) < r \\}$ is indeed an interior point of that open ball (justifying the name "open ball", one could say).
(Proof: if $y \in B(x,r)$, define $s = r - d(x,y) > 0$, and for any $z$, if $d(y,z) < s$, we know that $d(x,z) <= d(x,y) + d(y,z) < d(x,y) + s = d(x,y) + (r - d(x,y)) = r$, so indeed $B(y, s) \subset B(x,r)$. This $s$ shows that $y$ is an interior point of $B(x,r)$.)
Now, if $x \in X^\circ$, this means that there is some $r>0$ such that $B(x,r) \subset X$. For any $y \in B(x,r)$, there exists $s>0$ such that $B(y,s) \subset B(x,r) \subset X$, see above. But this just says that every point of $B(x,r)$ is itself an interior point of $X$, i.e. $B(x,r) \subset X^\circ$. And this by definition means $x \in (X^\circ)^\circ$, as required.