Exercise 7.27 in Eisenbud's Commutative Algebra poses the following problem: Give a criterion for a $p$-adic unit $u$ to be a $n^{th}$ power for any $n$. The hint states: "The form of the criterion will be as follows: $u$ is congruent to an $n^{th}$ power mod $m$, for an integer $m$ that you should determine." This is in the chapter on Hensel's lemma, so I've tried using that, but I haven't found a general answer.
Note: We assume "$p$-adic unit" means a unit of the ring $\mathbb{Z}_p$. See the comments below the first answer about what "for any $n$" means. This is why the first answer does not answer the question I intended to ask.
The question as quoted makes no sense to me.
Here’s the story, at least if by “$p$-adic unit” you mean a unit of the ring $\Bbb Z_p$, or indeed if you mean the units of the ring of integers of a finite extension of $\Bbb Q_p$.
The group of principal units, namely those congruent to $1$ modulo the maximal ideal, is uniquely divisible by all $n$ prime to $p$, that is (in $\Bbb Z_p$), if $u\in1+p\Bbb Z_p$, then $u$ has a unique $n$-th root in $1+p\Bbb Z_p$. But the only elements of the units of $\Bbb Z_p$ that are divisible by all powers of $p$ are the roots of unity (except for when $p=2$). Indeed, the group of roots of unity of $\Bbb Z_p$ for $p>2$ is cyclic of order $p-1$, so that for such a root $\zeta$, you get $\zeta^{p^n}=\zeta$