For $n\gt 1$, the function $z^n$ multiplies angles at the origin by $n$, so it is not conformal at $z=0$. The following theorem shows that $z^n$ is conformal at any other point $z$ other than $0$.
Theorem. If $f(z)$ is analytic at $z_0$ and $f'(z_0)\neq0$, then $f(z)$ is conformal at $z_0$.
Why $z^n$ is not conformal at the origin? I agree with the theorem that $f'(z_0)\neq0$, but I would like to see a "geometric" intuition why this is not true?
Yes, it is. "Conformal" means preserving the angles. The mapping $z \mapsto z^{n}$ changes the angles at the origin.