One of the problems here is the Lee uses the projections $\pi_1 : G \times G \rightarrow G, (x,y) \mapsto x$ and $\pi_2$ defined analogously to identify $T_{(e,e)}(G\times G)$ and $T_e G \times T_e G$ using the isomorphism $v \mapsto (d (\pi_1)_e v, d (\pi_2)_e v)$.
Because of this identification, the action of $(X,Y)$ on $f$ is not immediately clear.
An alternative approach runs as follows:
As the hint to the problem suggests, it is easiest to calculate $dm_{(e,e)}(X,0)$ and $dm_{(e,e)}(0,Y)$ and then use the linearity of $dm_{(e,e)}$.
Furthermore, it is often easiest to calculate differentials by using curves, e.g. as follows:
Let $\varphi : (-\varepsilon, \varepsilon) \rightarrow G$ be a smooth curve with $\varphi(0) = e$ and with $\varphi'(0) = X$. It is easy to see (using the above isomorphism) that $\psi : (-\varepsilon , \varepsilon) \rightarrow G \times G, t \mapsto (\varphi(t), e)$ satisfies $\psi'(0) = (X,0)$.
Furthermore,
$dm_{(e,e)} (X,0) = dm_{(e,e)} \psi'(0) = (m \circ \psi)'(0) = \varphi'(0) = X$.
Analogously, you can calculate the other case. Using linearity, the result follows.
EDIT: By the way, your calculation should have been
$dm_{(e,e)}(X,Y)f = (X,Y)(f \circ m)$
for $X,Y \in T_e G$. As noted above, the action of $(X,Y)$ on $f \circ m$ is not immediately clear, as you only know $(X,Y) = (d(\pi_1)_e v, d(\pi_2)_e v)$ for some $v \in T_{(e,e)}(G\times G)$ and what you really want to calculate is $v(f\circ m)$.