By definition of field, the field must have a multiplicative identity; call this element 1.
Note that there must be some $n$ such that $$\underbrace{1+1+\dots+1}_{n \text{ times}} = 0 \quad (\star)$$
because there are only finitely many elements in your field. (Do you buy this part?). From now on, let $n$ be the smallest positive integer such that the $(\star)$ is satisfied. We seek to show that $n = p$.
Another fact about fields is that every element must have a multiplicative inverse. If you have not done so already, prove that this implies that if $ab = 0$, then $a=0$ or $b=0$. In other words, fields have no nonzero zerodivisors.
We want to show that $n=p$, and $p$ is a prime number. Our first step will be to show that $n$ is also prime. So we will have to use some facts about prime numbers; probably that the only factors of $p$ are $\pm 1$ and $\pm p$. So let's write $n=\ell m $ where $\ell, m \in \mathbb{Z}$. Calculate
$$(\underbrace{1+1+\dots+1}_{m \text{ times}})\underbrace{1+1+\dots+1}_{\ell \text{ times}}$$
using distributivity, and use the fact you just proved about nonzero zerodivisors to determine that either $\ell = n$ or $m = n$.
You have now shown that $n$ is a prime number; but does it have to be $p$?
At this point, we will break our field up into distinct subsets. The first subset is things that can be written as a sum of the multiplicative identity, i.e.,
$$\{ 1, 1+1, \dots, \underbrace{1+1+\dots+1}_{n-1 \text{ times}}, 0 \}.$$ For simplicity of notation, we'll denote $\underbrace{1+1+\dots+1}_{m \text{ times}}$ by $m$, (but this isn't necessarily the 'same' $m$ as the $m$ in the natural numbers is).
If this is the whole field, great. Otherwise, there is some $a_1$ that is not in this set: consider
$$\{ a_1+1, a_1+2, \dots, a_1+n-1, a_1+0 \}.$$
Prove that all of these elements are distinct, i.e., if $a_1 + i = a_1+j$ with $1\leq i \leq n$ and $1 \leq j \leq n$, then $i=j$. Thus each set has $n$ elements.
Again, if we have not captured the whole field between these two subsets, there is some $a_2$ that is not in either set, so consider
$$\{ a_2+1, a_3+2, \dots, a_2+n-1, a_2+0 \}.$$ Carry on until you have written down every element in the field. Since your field has finitely many elements, this process will eventually terminate, maybe you end up with $r$ many sets, all of which have $n$ elements.
Since every element in the field shows up in some subset, by construction, you know that $p^k \leq nr$.
There could, a priori, be repeats, so maybe we have overcounted. Prove that $a_{\iota} + i \neq a_{\kappa} + j$ whenever $\iota \neq \kappa$ or $i \neq j$. Then you will have shown that $p^k = nr$. Since we've already shown that $n$ must be prime, the only prime divisors of $p^k$ are $p$, and we are done!