Let be a finite group with elements, and a subgroup
of with elements. Then is a divisor of : for a
finite group, the order of any subgroup divides the order of the
group.
An immediate consequence: If the number of elements in is prime,
then has no non-trivial subgroup (that is, its only subgroups
are and itself, where is the neutral element of the
group).
This theorem is the first truly “non-trivial” theorem of abstract algebra:
it is surprising, simple, and powerful, and evidence that group theory
is more than just a “collection of definitions”.
It is, in some sense, also very intuitive. The figure below shows
the cyclic group of integers modulo 6, and its two
possible subgroups, of order 2 and 3, respectively. Clearly, no
other subgroups would be able to “close” on themselves as required.

Proof
The standard proof is based on the notion of a coset and
two of their properties.
Cosets: Let be any element of . Then
is the (left) coset
of . Because has elements, can have at most
elements. Because no two elements of a coset coincide, each coset
has at least elements; hence all cosets have elements.
(To see the second property, assume the opposite:
, with . Now operate with the inverse
from the left and conclude that two elements of a coset are
equal only if they are generated by the same element of the subgroup.)
Partition of G: Every element of the group is the member of
at least one coset: (because the neutral element
and ). Moreover, every element of is the
member of at most one coset. (Assume and
for and . This means that there is an
such that , or which is an element
of because, by construction, both and .
In other words, an element can only be an element of two cosets if
the cosets coincide.)
We now have established that every element of is element of
exactly one coset, and that every coset has the same number of
elements. In other words the cosets partition the elements of
into a collection of equal-sized subsets, each of which has
elements. We therefore conclude that the number of elements
of is an integer multiple of , the number of elements in the
subgroup .
Personally, I find the proof based on cosets strangely unintuitive,
but I am not aware of a substantially different one.