Let $T$ a bounded operator acting on a complex Hilbert space $\mathcal{H}$.
It is well know that the operator norm of $T$ is given by:
$$\|T\|=\sup\left\{\frac{\|Tx\|}{\|x\|}\,;\;x\in \mathcal{H},\,x\neq 0\right\}.$$
Let $$ a=\sup A,\;\text{with}\;\;\; A=\left\{\|Tx\|\,;\;x\in \mathcal{H},\,\|x\|\leq 1\right\}.\\ $$
I want to prove that $$a \leq \|T\|.$$
Let $x\in \mathcal{H}\setminus \{0\}$ be such that $\|x\|\leq 1$, then we have $$\|Tx\| \leq \frac{\|Tx\|}{\|x\|}.$$ So, $$\|Tx\| \leq \|T\|,$$ for all $x\in \mathcal{H}\setminus \{0\}$ with $\|x\|\leq 1$.
How to prove that $a \leq \|T\|$?
You are done basically. What you have shown is that $$\forall b \in A: b \leq \vert\vert T \vert\vert$$ As the inequality holds for every $b \in A$, it also holds for the supremum of $A$, which is denoted as $a$ in your notation. So you have $a \leq \vert\vert T \vert\vert$.