I've been reading proofs of this theorem, and I was wondering why the following is true:
We know that $\sum\limits_{n=1}^{\infty}\frac{1}{n}$ diverges. I'm not sure how knowing this fact leads us to the next step:
For any $M >0$ we can find primes $p_1,\cdots p_m$ such that $\left(\sum\limits_{i=1}^{N}\frac{1}{p_1^i}\right)\cdots \left(\sum\limits_{i=1}^{N}\frac{1}{p_m^i}\right)>M.$
What I am saying is, given the opportunity, I would have never thought to look at a finite product of partial sums. I understand why everything works after the above step.
Note: This does not answer your question. I have changed the indices on your product. We start at $0$, not $1$. I believe that the altered indices are the "right" thing to use.
Let $M$ be any real number. Since $\sum \frac{1}{n}$ diverges, for some $N$ we have $\sum_1^N \frac{1}{n}\gt M$. Let the $p_1,p_2,\dots,p_m$ be all the primes $\le N$.
Now imagine expanding "your" (altered) product $$\left(\sum\limits_{i=0}^{N}\frac{1}{p_1^i}\right)\cdots \left(\sum\limits_{i=0}^{N}\frac{1}{p_m^i}\right).\tag{1}$$ We get all the $\frac{1}{k}$, where $k$ is a product of the form $$k=p_1^{a_1}p_2^{a_2}\cdots p_m^{a_m},$$ where the $a_i$ range independently over all numbers from $0$ to $N$, inclusive.
These $k$ include all integers in the interval from $1$ to $N$, plus possibly more. It follows that the product (1) is greater than or equal to (actually greater) than $\sum_1^N \frac{1}{n}$, and therefore (1) is greater than $M$.