Expand the lefthand side as well:
$$\sum_{r=0}^n(r+1)\binom{n}r=\sum_{r=0}^nr\binom{n}r+\sum_{r=0}^n\binom{n}r\,.$$
The second summation gives the number of ways to choose a team of any size from a pool of $n$ players; clearly this is just the number of subsets of the pool, which is $2^n$. The first summation gives the number of ways to choose a team of any size $r$ and then appoint one of those $r$ players captain; that can just as well be done by choosing the captain and then choosing $r-1$ players from the remaining $n-1$ to fill out the team, something that can be done in $n\binom{n-1}{r-1}$ ways. Thus,
$$\sum_{r=0}^nr\binom{n}r=n\sum_{r=0}^n\binom{n-1}{r-1}=n\sum_{r=0}^{n-1}\binom{n-1}{r-1}\,,$$
which is just $n$ times the number of ways to pick a subset of the remaining $n-1$ players, or $n2^{n-1}$. And this is exactly the righthand side that you have.
(By the way, the identity $r\binom{n}r=n\binom{n-1}{r-1}$ is often useful and is worth knowing.)