I have the adjacency matrix: Where we have nodes a to g, and with their respective weights x means symmetry, and the spaces left out are positive infinity
$$\begin{array}{c|c|c|c|c|c|c|c|} & \text{a} & \text{b} & \text{c}& \text{d}& \text{e}& \text{f} & \text{g}\\ \hline \text{a} & x & 7& &5\\ \hline \text{b} & 7& x &8 &9&7 \\ \hline \text{c} & &8&x&&5 \\ \hline \text{d} &5&9&&x&15&6\\ \hline \text{e} &&7&5&15&x&8&9 \\ \hline \text{f} &&&&6&8&x&11\\ \hline \text{g} &&&&&9&11&x\\ \hline \end{array}$$
This is my attempt at prim's algorithm:
Initialization:
$u,v$ $List$
$-$ {a}
$(a,d)$ {a,d}
$(d,f)$ {a,d,f}
$(f,e)$ {a,d,e,f}
$(e,c)$ {a,c,d,e,f}
$(e,b)$ {a,b,c,d,e,f}
$(e,g)$ {a,b,c,d,e,f,g}
But I'm not sure about the minimum spanning tree, is this correct at all?

To stick with your notation:
$(a,d)\ \{a,d\}$
$(d,f)\ \{a,d,f\}$
$(a,b)\ \{a,b,d,f\}$
$(b,e)\ \{a,b,d,e,f\}$
$(c,e)\ \{a,b,c,d,e,f\}$
$(e,g)\ \{a,b,c,d,e,f,g\}$
Making the total cost $5+6+7+7+5+9=39$. You went wrong in the third step, where you added $(f,e)$ instead of $(a,b)$.
NB: Draw it yourself, check that you understand each step and verify that it is correct :)