The Bessel equation is: $$x^2\frac{\mathrm d^2y}{\mathrm dx^2}+x\frac{\mathrm dy}{\mathrm dx}+\left(x^2-m^2\right)y=0$$
Does the fact that the series is convergent assist in the solving of the question? Initially I am thinking this is just simple differentiation and substiution - am I right in this assertion or is there more to it.
The solution should indeed be a straightforward substitution and term-by-term differentiation. The assumption that the series is convergent is implicitly used in two ways:
Other than these points, I don't think the convergence issue will affect your solution.