[proofplan]
We use the [spectral theorem for self-adjoint operators](/theorems/6911) to represent $e^{-it\mathcal H}$ as multiplication by the scalar function $\lambda\mapsto e^{-it\lambda}$ in the spectral calculus. Since this multiplier has absolute value $1$ at every spectral parameter $\lambda\in\mathbb R$, the spectral integral computing the squared norm is unchanged. Taking square roots gives conservation of the Hilbert-space norm for every initial vector $\psi_0\in H$, without requiring $\psi_0\in D(\mathcal H)$.
[/proofplan]
[step:Represent the evolution through the spectral measure of $\mathcal H$]
Let $(\cdot,\cdot)_H:H\times H\to \mathbb C$ denote the [inner product](/page/Inner%20Product) on the [Hilbert space](/page/Hilbert%20Space) $H$, linear in the first argument. Since $\mathcal H:D(\mathcal H)\subset H\to H$ is [self-adjoint](/page/Self-Adjoint%20Operators), the spectral theorem for self-adjoint operators, together with its [Borel functional calculus](/theorems/2696), applies. Let $\mathcal B(\mathbb R)$ denote the Borel $\sigma$-algebra on $\mathbb R$, let $\mathcal L(H)$ denote the [Banach space](/page/Banach%20Space) of bounded linear operators from $H$ to $H$, and let $I_H:H\to H$ denote the identity operator on $H$. Let
\begin{align*}
E:\mathcal B(\mathbb R)\to \mathcal L(H)
\end{align*}
denote the projection-valued spectral measure of $\mathcal H$. For the fixed vector $\psi_0\in H$, define the finite positive Borel measure
\begin{align*}
\mu_{\psi_0}:\mathcal B(\mathbb R)\to [0,\infty),\qquad B\mapsto (E(B)\psi_0,\psi_0)_H.
\end{align*}
The spectral functional calculus defines, for each $t\in\mathbb R$, the bounded operator
\begin{align*}
U(t):H\to H
\end{align*}
by $U(t)(\eta)=e^{-it\mathcal H}\eta$ for $\eta\in H$, as the spectral multiplier associated with the bounded Borel function
\begin{align*}
m_t:\mathbb R\to \mathbb C
\end{align*}
given by $m_t(\lambda)=e^{-it\lambda}$ for $\lambda\in\mathbb R$.
Thus $\psi(t)=U(t)\psi_0$.
[guided]
Let $(\cdot,\cdot)_H:H\times H\to \mathbb C$ denote the inner product on the Hilbert space $H$, linear in the first argument. The point of using the spectral theorem for self-adjoint operators is that a [self-adjoint](/page/Self-Adjoint%20Operators) operator can be treated as multiplication by the real spectral variable after passing to its spectral resolution, and its Borel functional calculus gives the corresponding operators $m(\mathcal H)$ for bounded Borel multipliers $m:\mathbb R\to\mathbb C$. The hypothesis needed for this representation is exactly self-adjointness of $\mathcal H$ on the complex Hilbert space $H$.
Let $\mathcal B(\mathbb R)$ denote the Borel $\sigma$-algebra on $\mathbb R$, let $\mathcal L(H)$ denote the Banach space of bounded linear operators from $H$ to $H$, and let $I_H:H\to H$ denote the identity operator on $H$. Let
\begin{align*}
E:\mathcal B(\mathbb R)\to \mathcal L(H)
\end{align*}
be the projection-valued spectral measure of $\mathcal H$ supplied by the spectral theorem for self-adjoint operators. Fix the initial vector $\psi_0\in H$. From $E$ and $\psi_0$ we form the scalar spectral measure
\begin{align*}
\mu_{\psi_0}:\mathcal B(\mathbb R)\to [0,\infty),\qquad B\mapsto (E(B)\psi_0,\psi_0)_H.
\end{align*}
This measure is finite because $E(\mathbb R)=I_H$, so
\begin{align*}
\mu_{\psi_0}(\mathbb R)=(E(\mathbb R)\psi_0,\psi_0)_H=(\psi_0,\psi_0)_H=\|\psi_0\|_H^2.
\end{align*}
Now fix a time $t\in\mathbb R$. The relevant scalar multiplier is the bounded Borel function
\begin{align*}
m_t:\mathbb R\to \mathbb C
\end{align*}
given by $m_t(\lambda)=e^{-it\lambda}$ for $\lambda\in\mathbb R$. The spectral functional calculus defines the bounded operator
\begin{align*}
U(t):H\to H
\end{align*}
by $U(t)(\eta)=e^{-it\mathcal H}\eta$ for $\eta\in H$.
The solution in the theorem is therefore $\psi(t)=U(t)\psi_0$. This formulation is important because it makes sense for every $\psi_0\in H$, even when $\psi_0$ is not in the operator domain $D(\mathcal H)$.
Why does this representation prove conservation of norm? The spectral functional calculus converts the Hilbert-space norm of $U(t)\psi_0$ into an integral against the scalar spectral measure $\mu_{\psi_0}$. Applying the norm identity in the spectral functional calculus to the bounded Borel function $m_t$ gives
\begin{align*}
\|\psi(t)\|_H^2=\|U(t)\psi_0\|_H^2=\int_{\mathbb R}|m_t(\lambda)|^2\,d\mu_{\psi_0}(\lambda).
\end{align*}
For each $\lambda\in\mathbb R$, the number $e^{-it\lambda}$ lies on the complex unit circle, and therefore
\begin{align*}
|m_t(\lambda)|^2=|e^{-it\lambda}|^2=1.
\end{align*}
Substituting this pointwise identity into the spectral integral yields
\begin{align*}
\|\psi(t)\|_H^2=\int_{\mathbb R}1\,d\mu_{\psi_0}(\lambda)=\mu_{\psi_0}(\mathbb R).
\end{align*}
Using the already computed value of the total mass of $\mu_{\psi_0}$, we obtain
\begin{align*}
\|\psi(t)\|_H^2=\|\psi_0\|_H^2.
\end{align*}
Both sides are squares of non-negative [real numbers](/page/Real%20Numbers), so taking the non-negative square root gives
\begin{align*}
\|\psi(t)\|_H=\|\psi_0\|_H.
\end{align*}
Since $t\in\mathbb R$ was arbitrary, this proves norm conservation for every time $t\in\mathbb R$.
[/guided]
[/step]
[step:Compute the norm using the modulus of the spectral multiplier]
Fix $t\in\mathbb R$. By the norm identity in the spectral functional calculus from the spectral theorem for self-adjoint operators, applied to the bounded Borel function $m_t$, we have
\begin{align*}
\|\psi(t)\|_H^2=\|U(t)\psi_0\|_H^2=\int_{\mathbb R}|m_t(\lambda)|^2\,d\mu_{\psi_0}(\lambda).
\end{align*}
For every $\lambda\in\mathbb R$,
\begin{align*}
|m_t(\lambda)|^2=|e^{-it\lambda}|^2=1.
\end{align*}
Therefore
\begin{align*}
\|\psi(t)\|_H^2=\int_{\mathbb R}1\,d\mu_{\psi_0}(\lambda)=\mu_{\psi_0}(\mathbb R).
\end{align*}
Using $E(\mathbb R)=I_H$, we get
\begin{align*}
\mu_{\psi_0}(\mathbb R)=(I_H\psi_0,\psi_0)_H=\|\psi_0\|_H^2.
\end{align*}
Hence
\begin{align*}
\|\psi(t)\|_H^2=\|\psi_0\|_H^2.
\end{align*}
[/step]
[step:Take square roots to obtain conservation for every time]
Both $\|\psi(t)\|_H$ and $\|\psi_0\|_H$ are non-negative real numbers. Taking square roots in
\begin{align*}
\|\psi(t)\|_H^2=\|\psi_0\|_H^2
\end{align*}
gives
\begin{align*}
\|\psi(t)\|_H=\|\psi_0\|_H.
\end{align*}
Since $t\in\mathbb R$ was arbitrary, the identity holds for every $t\in\mathbb R$.
[/step]