[proofplan]
We express the Frobenius norm through the Euclidean norms of the columns of the matrix. Orthogonality of $Q$ means $Q^\top Q=I_m$, so each diagonal entry of $Q^\top Q$ says that the corresponding column of $Q$ has Euclidean norm $1$. Summing these $m$ squared column norms gives $\|Q\|_F^2=m$, and non-negativity of the Frobenius norm gives the stated square-root formula.
[/proofplan]
[step:Write the Frobenius norm as a sum over the columns of $Q$]
Let $e_1,\ldots,e_m$ denote the standard basis of $\mathbb{R}^m$. For each $j \in \{1,\ldots,m\}$, define the column vector $q_j \in \mathbb{R}^m$ by
\begin{align*}
q_j=Q(e_j).
\end{align*}
By the [column formula for the Frobenius norm](/theorems/9173), [citetheorem:9173] applied to the [linear map](/page/Linear%20Map) $Q: \mathbb{R}^m \to \mathbb{R}^m$ gives
\begin{align*}
\|Q\|_F^2=\sum_{j=1}^m |Q(e_j)|^2.
\end{align*}
Using the definition of $q_j$, this becomes
\begin{align*}
\|Q\|_F^2=\sum_{j=1}^m |q_j|^2.
\end{align*}
[/step]
[step:Use orthogonality to compute the length of each column]
Since $Q$ is orthogonal, it satisfies
\begin{align*}
Q^\top Q=I_m.
\end{align*}
For each $j \in \{1,\ldots,m\}$, the $j$-th diagonal entry of $Q^\top Q$ is the Euclidean [inner product](/page/Inner%20Product) of the $j$-th column of $Q$ with itself. Hence
\begin{align*}
|q_j|^2=q_j \cdot q_j=(Q^\top Q)_{jj}=(I_m)_{jj}=1.
\end{align*}
[guided]
The purpose of orthogonality is to convert a matrix equation into a statement about column lengths. Let $e_1,\ldots,e_m$ denote the standard basis of $\mathbb{R}^m$. For the fixed index $j \in \{1,\ldots,m\}$, define the column vector $q_j \in \mathbb{R}^m$ by
\begin{align*}
q_j=Q(e_j).
\end{align*}
Thus $q_j$ is exactly the $j$-th column of the standard matrix $Q$. Because $Q$ is orthogonal, by definition
\begin{align*}
Q^\top Q=I_m.
\end{align*}
Here $I_m$ is the identity matrix from the theorem statement. The $j$-th diagonal entry of $Q^\top Q$ is obtained by taking the dot product of column $j$ of $Q$ with column $j$ of $Q$. Therefore
\begin{align*}
(Q^\top Q)_{jj}=q_j \cdot q_j.
\end{align*}
The Euclidean norm satisfies $|q_j|^2=q_j \cdot q_j$, while the identity matrix satisfies $(I_m)_{jj}=1$. Combining these equalities with $Q^\top Q=I_m$ gives
\begin{align*}
|q_j|^2=q_j \cdot q_j=(Q^\top Q)_{jj}=(I_m)_{jj}=1.
\end{align*}
Thus every column of an [orthogonal matrix](/page/Orthogonal%20Matrix) has Euclidean length $1$.
[/guided]
[/step]
[step:Sum the column lengths and take the nonnegative square root]
Substituting $|q_j|^2=1$ into the Frobenius norm formula gives
\begin{align*}
\|Q\|_F^2=\sum_{j=1}^m 1=m.
\end{align*}
The Frobenius norm is nonnegative, and $\sqrt{m}$ is the unique nonnegative real number whose square is $m$. Therefore
\begin{align*}
\|Q\|_F=\sqrt{m}.
\end{align*}
This proves the claim.
[/step]