Subgroup of index $2$ is Normal

To answer your question, "No." It is true that $ahH(ah)^{-1}=ahHh^{-1}a^{-1}=aHa^{-1}$ (since $h,h^{-1} \in H$ we have $hHh^{-1}=H$). But it is not generally true that $aHa^{-1}=H$. In fact, if you make this jump, you are essentially assuming what you're trying to prove!

Let's work with an element instead to better see what needs to be done. Suppose $x\in aH$. Then there exists some $h\in H$ such that $x=ah$. Now suppose $k \in H$ and consider $xkx^{-1}=ahkh^{-1}a^{-1}$ [We need to show $xkx^{-1}\in H$].

Notice that $a hkh^{-1} \in aH$ and thus $ahkh^{-1} \not\in H$. Also, $H \not= Ha$ since $a \not\in H$. Therefore, $ahkh^{-1}$ does not belong to $H$ and thus must belong to the only other right coset: $Ha$. Thus there exists some $h' \in H$ such that $ahkh^{-1}=h'a$. So $xkx^{-1}=ahkh^{-1}a^{-1}=h'aa^{-1}=h' \in H$ and so $xHx^{-1} \subseteq H$.

And thus we arrive at the most convoluted proof of the index 2 theorem I've ever seen. :)

It's better to work with the condition (usually used as a definition of normality): "$H$ is normal in $G$ if and only if its left and right cosets are equal."

First, recall that cosets partition the group. So if there are only two cosets (one of which is the subgroup itself), then the second coset must be the stuff that's left over. So the cosets of $H$ in $G$ are $H$ and $G-H = \{x\in G\;|\; x\not\in H\}$ (the complement of $H$ in $G$).

Let $x\in G$. Case 1: $x\in H$. Then $xH=H=Hx$. Case 2: $x\not\in H$. Then $xH \not= H$ and so $xH=G-H$. Likewise $Hx \not= H$ so $Hx=G-H$. Therefore, $xH=G-H=Hx$. Thus the left and right of cosets match so $H$ is normal in $G$.

The idea behind the theorem is that the subgroup itself is always both a left and right coset. So if there are only two cosets, there's not enough room for the non-subgroup coset to be mismatched. Now if the index is three more can happen. In this case there is room for cosets to be mismatched and thus $H$ wouldn't necessarily normal. For example: $H = \{ (1),(12) \}$ is a subgroup of index 3 in $S_3$ (permutations of ${1,2,3}$). But $H$ is not normal.

Let $H$ have index $2$ in a group $G.$ Let $g$ be any element of $G$. If $g ∈ H,$ then $gH = H = Hg.$ If $g$ is not in $H$, then, since there are exactly two left cosets of $H$ in $G$ and $g$ is not in $H,$ they must be $H$ and $gH$. Since left cosets are disjoint, we know $gH = G − H$. But right cosets are also disjoint, so $Hg = G − H$. Hence $Hg = G − H = gH$. Thus $ gH = Hg$ for all $g ∈ G$, so $H$ is normal.