If you get it in the Apple Store it will have a SIM in it, but not an activation code for prepaid.
What you need is a SIM starter kit from T-mobile. You can get one here:
http://prepaid-phones.t-mobile.com/phone-sim-card
It doesn't actually matter if you get the regular or micro SIM since you won't use it anyway. What you really want is the activation code. These were $0.99 when I got mine. I didn't click through on the link to see what they cost now, but they should be cheap. Apparently you can also get this kit at Wal-mart...not sure of cost there.
Then just follow the directions inside the kit. Instead of typing in the number from the SIM they sent you, use the number on the nano SIM that came with your phone. You will be prompted to choose your plan, decide if you want to port a number, etc. Pretty straight forward. The key is that the activation code isn't paired to the SIM in the kit, so you can use it with the nano sim that comes with your phone. Alternatively you can get the full size SIM and a SIM cutter from eBay and just cut down a full size SIM to nano and use it.
Edit: I did just click through now and see T-mo wants $10 for these now. Maybe it's cheaper at Wal-Mart. I liked doing it online because I was able to see exactly what plan I was buying, etc. T-mo customer service is pretty good, but sometimes mistakes happen and then it can be a nightmare to correct later.