Expectation of Poisson distr.: show var of X equals w

The following was confusing me so any help would be greatly appreciated!

The expectation of a Poisson distribution E(X) is equal to the sum of k going from 1 to infinity of k * (w^k)/k! * e^-w, which equals we^-w * the sum of k going from 1 to infinity of w^(k-1) over (k-1)!, which equals w.

Show that the variance of X is also equal to w.

Use the definition. First find \(\displaystyle E(X^2)\) or \(\displaystyle E(X(X-1))\).