[proofplan]
We compute the Fourier expansion directly from the defining formula for the normalized prime Hecke operator. The term $p^{k-1}f(pz)$ shifts coefficients from index $m/p$ to index $m$, contributing only when $p \mid m$. The averaging term over translations by $b/p$ kills every Fourier mode whose index is not divisible by $p$, and the surviving modes contribute $a_{pm}(f)$ to the coefficient of $q^m$. Adding the two contributions gives the stated coefficient formula.
[/proofplan]
[step:Write the normalized prime Hecke operator as two explicit summands]
For $z \in \mathbb{H}$, define two functions
\begin{align*}
A: \mathbb{H} &\to \mathbb{C}, &
A(z) &= p^{k-1} f(pz),
\\
B: \mathbb{H} &\to \mathbb{C}, &
B(z) &= \frac{1}{p}\sum_{b=0}^{p-1} f\left(\frac{z+b}{p}\right).
\end{align*}
By the normalized definition of the prime Hecke operator on $M_k(SL_2(\mathbb{Z}))$,
\begin{align*}
T_p f(z) = A(z) + B(z).
\end{align*}
It remains to compute the Fourier coefficients of $A$ and $B$.
[/step]
[step:Compute the contribution of $p^{k-1}f(pz)$]
Since $q = e^{2\pi i z}$, we have $e^{2\pi i pz} = q^p$. Substituting $pz$ into the Fourier expansion of $f$ gives
\begin{align*}
A(z)
&= p^{k-1} f(pz) \\
&= p^{k-1}\sum_{r=0}^{\infty} a_r(f) e^{2\pi i r p z} \\
&= \sum_{r=0}^{\infty} p^{k-1}a_r(f)q^{pr}.
\end{align*}
Therefore the coefficient of $q^m$ in $A(z)$ is $p^{k-1}a_{m/p}(f)$ if $p \mid m$, and is $0$ if $p \nmid m$.
[/step]
[step:Use the translation average to isolate indices divisible by $p$]
Let
\begin{align*}
\zeta_p := e^{2\pi i/p}.
\end{align*}
For each $b \in \{0,\dots,p-1\}$ and $z \in \mathbb{H}$,
\begin{align*}
e^{2\pi i (z+b)/p} = q^{1/p}\zeta_p^b.
\end{align*}
Using the Fourier expansion of $f$ at $(z+b)/p$, we obtain
\begin{align*}
B(z)
&= \frac{1}{p}\sum_{b=0}^{p-1}\sum_{r=0}^{\infty} a_r(f)e^{2\pi i r(z+b)/p} \\
&= \sum_{r=0}^{\infty} a_r(f)q^{r/p}\left(\frac{1}{p}\sum_{b=0}^{p-1}\zeta_p^{br}\right).
\end{align*}
The finite geometric sum satisfies
\begin{align*}
\frac{1}{p}\sum_{b=0}^{p-1}\zeta_p^{br}
=
\begin{cases}
1, & p \mid r,\\
0, & p \nmid r.
\end{cases}
\end{align*}
Indeed, if $p \mid r$, then every summand is $1$. If $p \nmid r$, then $\zeta_p^r \neq 1$, and the geometric-series identity gives
\begin{align*}
\sum_{b=0}^{p-1}\zeta_p^{br}
=
\frac{1-(\zeta_p^r)^p}{1-\zeta_p^r}
=
\frac{1-1}{1-\zeta_p^r}
=
0.
\end{align*}
Thus only indices $r$ of the form $r = pm$ survive, and
\begin{align*}
B(z)
&= \sum_{m=0}^{\infty} a_{pm}(f)q^m.
\end{align*}
Hence the coefficient of $q^m$ in $B(z)$ is $a_{pm}(f)$.
[/step]
[step:Add the two coefficient contributions]
Combining the expansions of $A$ and $B$, we have
\begin{align*}
T_p f(z)
&= A(z)+B(z) \\
&= \sum_{m=0}^{\infty} p^{k-1}a_{m/p}(f)q^m
+ \sum_{m=0}^{\infty} a_{pm}(f)q^m \\
&= \sum_{m=0}^{\infty}\left(a_{pm}(f)+p^{k-1}a_{m/p}(f)\right)q^m,
\end{align*}
where $a_{m/p}(f)=0$ when $p \nmid m$. This is the desired Fourier coefficient formula for $T_p f$.
[/step]