You can arrive at a simple proof by induction, using the more basic theorem that:
$$a \times b \bmod n = (a \bmod n) \times (b \bmod n) \bmod n$$
With that, then the inductive proof goes as:
- It is true for $e = 1$. This can be seen as:
$$m^1 \bmod n = (m \bmod n)^1 \bmod n$$
- If it is true from $e = k-1$, then it is true for $e = k$. This is, if we posit that:
$$m^{k-1} \bmod n = (m \bmod n)^{k-1} \bmod n$$
then, if we multiply both sides by $m \bmod n$, we get:
$$m^{k-1} \times m \bmod n = (((m \bmod n)^{k-1} \bmod n)\times m \bmod n$$
or (using the basic theorem on the right side):
$$m^{k} \bmod n = (m \bmod n)^{k-1} \times (m \bmod n) \bmod n$$
or
$$m^{k} \bmod n = (m \bmod n)^{k} \bmod n$$