For the instantaneous forward, please see the last page of this note: T-Forward Measure by Fabrice Douglas Rouah (http://www.frouah.com/finance%20notes/The%20T-Forward%20Measure.pdf).
For the simple forward, you know the relationship between the price of the zero coupon and the simple forward:
$ \frac{P \left(t,T_{n}\right)}{P \left(t,T_{n+1}\right) }=1+\tau F \left(t,T_n \right)$
Which you can rearrange to get:
$F \left(t,T_n \right)P \left(t,T_{n+1}\right) = \frac{1}{\tau} \left(P \left(t,T_{n}\right)-P \left(t,T_{n+1}\right)\right)$
So the left hand side is the price of an asset as it is a difference of the price of two bonds divided by the time fraction (accrual factor). And if you use $P \left(t,T_{n+1} \right)$ as a numeraire, then you get from the general valuation formula:
$ \frac{F \left(t,T_n \right)P \left(t,T_{n+1}\right)}{P \left(t,T_{n+1}\right)}=E^{T} \left[ \left. \frac{F \left(S,T_n \right)P \left(S,T_{n+1}\right)}{P \left(S,T_{n+1}\right)} \right| \mathcal{F}_t\right] $
And simple algebra gives:
$F \left(t,T_n \right)=E^{T} \left[ \left. F \left(S,T_n \right)\right| \mathcal{F}_t\right] $