Title asks it: Does the Fourier expansion of the j-function have any prime coefficients?
A superabundance of congruences involving primes up to 13 rule out many candidates, but calculation suggests that primes $p>13$ occur as divisors at frequencies (about?) $1/p$.
But $$c_{71}=278775024890624328476718493296348769305198947=(353) (5533876049689057963) (142708463580969897033673)$$ so that might count as a near miss.
That said, though composite, none of $c_{1319},c_{1559},c_{1871},c_{2111},c_{2231},c_{3239},c_{3551}, c_{4271}, c_{4799}, c_{5471}$,... has a factor less than 100.