Is it possible to prove the validity of the following sequent:
$p \vdash (p \to q) \to q$
Here, our premise is that $p$ is True. The conclusion references a new atom, $q$.
I would argue that this is not valid, because I cannot deduce a conclusion i.e. I cannot derive a conclusion by means of deduction. Is my question even the right question to ask?
...Or is there some unexpected conclusion like "it is valid because anything follows yadda yadda"?
Yes. Here is a Natural Deduction derivation :
1) $p$ --- premise
2) $p \to q$ --- assumed [a]
3) $q$ --- from 1) and 2) by $\to$-elim
We may check the validity of the proof in the following way : we assume that the premise is True.
Two cases :
(i) if $q$ is True, then also $(p \to q) \to q$ is True.
(ii) if $q$ is False, then $(p \to q)$ is False, and thus $(p \to q) \to q$ is again True.