So I know that Fermat's little theorem states: let $p$ be a prime number, let $a$ be an integer where $p \nmid a$. So $a^{p-1} \equiv 1 $ (mod $p$).
But is it possible to prove that there is some smaller power of $a$ that is congruent to $1$ as well?
If I can find some integer $k$ where it is the smallest positive integer so that $a^k \equiv 1$ (mod $p$) then how can I prove that $k \mid (p-1) $ as that would complete the proof in stating that there IS some smaller power than $p-1$.
Of course it's possible for some $a$. For example, if $a = -1$, then we have $a^2 \equiv 1 \pmod{p}$ regardless of $p$. For others, $p-1$ is the smallest positive integer for which this holds, e.g. $2$ in $\mathbb{Z}_5$ or $3$ in $\mathbb{Z}_7$. If the latter is the case, we call $a$ a primitive root modulo $p$. This is number-theoretic terminology expressing the fact that $\mathbb{Z}_p^\times$ is a cyclic group and $a$ is a generator of it (which is not necessarily unique).
To answer your second question, let's suppose the multiplicative order of $a$ in $\mathbb{Z}_p^\times$ is $k < p-1$. The division algorithm lets us write $p\!-\!1 = qk + r$ for some $0 \leq r < k$ and $q \in \mathbb{N}$. Thus, $a^{p-1} = a^{qk + r} = a^{qk}a^r = (a^k)^qa^r = 1$. What's $(a^k)^q$? What must be true of $r$?
So it is true that the order will divide $p\!-\!1$. However, finding the multiplicative order of an element modulo $p$ is computationally difficult$^\dagger$. If we have at least been blessed with the prime factorization of $p\!-\!1$, we have to essentially brute force the possibilities, dividing off a given prime factor until the exponentiation no longer yields $1$, then moving on to the next prime factor.
$^\dagger$This is a discrete log problem. No polynomial-time algorithms for classical computers have yet been discovered for this task.