Isogeny classes of elliptic curves over finite fields correspond in a 1-1 way to their Frobenius trace $a_p$.
By Hasse's theorem, then $|a_p| \le 2\sqrt p$ (so there are $2\lfloor 2\sqrt p\rfloor + 1$ total possible traces.
An elliptic curve is supersingular if and only if $a_p \equiv 0 \pmod p$, and
as soon as $p \ge 5$ we have $p>2\sqrt{p}$, so the only way $a_p \equiv 0 \pmod p$ is if $a_p=0$.
Thus there is only one isogeny class of supersingular elliptic curves and $2\lfloor2\sqrt p\rfloor$ ordinary ones.
One explanation for why every frobenius trace occurs in this case is theorem 4.1 of http://www.numdam.org/article/ASENS_1969_4_2_4_521_0.pdf (Waterhouse -
Abelian varieties over finite fields) this has a lot more detail on different cases, e.g. $k= \mathbf F_{p^a}$ for $1< a$, letting $q=p^a$ it states:
Theoren $4.1 .-$ The isogeny classes of elliptic curves over k are in one-to-one correspondence with the rational integers $\beta$ having $|\beta| \leq 2 \sqrt{q}$ and satisfying some one of the following conditions:
(1) $(\beta, p)=1$
(2) If $a$ is even $: \beta=\pm 2 \sqrt{q}$
(3) If $a$ is even and $p \neq 1 \bmod 3: \beta=\pm \sqrt{q}$
(4) If $a$ is odd and $p=2$ or $3: \beta=\pm p^{\frac{a+1}{2}}$
(5) If either (i) $a$ is odd or (ii) a is even and $p \neq 1\bmod 4: \beta=\mathrm{o}$
with $a=1$ this covers all $p$ and $\beta$.