There are two definitions of the supersingular primes: one group-theoretic, and the other number-theoretic.
Group-theoretically, let 
be the modular group gamma0, and let 
be the compactification (by adding cusps) of 
,
is the upper half-plane. Also define 
to be the Fricke involution defined by the block matrix 
.
.
.
The number-theoretic definition involves supersingular elliptic curves defined over the algebraic closure of the finite field 
..
There are exactly 15 supersingular primes: 2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 41, 47, 59, and 71 (Sloane's A002267). The supersingular primes are exactly the set of primes that divide the group order of the Monster group.
Modular Group Gamma0, Monster Group
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Conway, J. H. and Norton, S. P. "Monstrous Moonshine." Bull. London Math. Soc. 11, 308-339, 1979.
Ogg, A. P. "Modular Functions." In The Santa Cruz Conference on Finite Groups. Held at the University of California, Santa Cruz, Calif., June 25-July 20, 1979 (Ed. B. Cooperstein and G. Mason). Providence, RI: Amer. Math. Soc., pp. 521-532, 1980.
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Sloane, N. J. A. Sequences A002267 in "The On-Line Encyclopedia of Integer Sequences." http://www.research.att.com/~njas/sequences/.