Since you define f[m_,x_] by Sum[a[m,n,x],{n,0,Infinity}] so there are terms in the sum like 0^0 because :
a[0,n,1]=1/2^n ((-1)^n)/((2n)!) Sum[Binomial[0,l] (0-2l)^(2n),{l,0,0}] x^(2n)
When there is a[0,n,1] you start the sum with Sum[Binomial[0,l] (0-2l)^(2n),{l,0,0}] and the first term in the definition of f[m_,x_] is with n==0.
Edit
To prevent generating of messages one can define a[m,n,x] and f[m,x] this way :
a[m_Integer, n_Integer, x_] /; n > 0 :=
1/2^n (-1)^n/((2 n)!) Sum[ Binomial[m, l] (m - 2l)^(2n), {l, 0, m}] x^(2 n)
a[m_Integer, 0, x_] := 1
f[m_Integer, x_] := Sum[ a[ m, n, x], {n, 0, Infinity}]