Let $a\in Z_p^{*}$. I need to prove the sequence $\{a^{p^n}\}_{n\geq 0}$ converges in $\mathbb{Z}_p$ to $w$, where $$a=wb$$ for $w$ is the $p-1$ root of unity in $\mathbb{Z}_p^*$ and $b\in 1+p\mathbb{Z}_p$.
I feel like I need to use Hensel's Lemma for this question but I do not know how to start it. Is there any particular hint for this question?
Don't use Hensel's lemma: use the contraction mapping theorem. For $a, b \in \mathbf Z$, show $$ a \equiv b \bmod p^k \Longrightarrow a^p \equiv b^p \bmod p^{k+1}. $$ Since $p$-adic integers modulo $p^k$ are "just like" integers modulo $p^k$, the same implication holds for $a, b \in \mathbf Z_p$. Therefore when $a$ and $b$ are in $\mathbf Z_p$, $$ |a^p - b^p|_p \leq \frac{1}{p}|a-b|_p $$ Indeed, if $a = b$ there is nothing to check, and if $a \not= b$ let $p^k$ be the power of $p$ where $a - b = p^ku$ for $u \in \mathbf Z_p^\times$. That makes $|a - b|_p = 1/p^k$, so from the above implication, $$ |a^p - b^p|_p \leq \frac{1}{p^{k+1}} = \frac{1}{p}|a-b|_p. $$
Now use the contraction mapping theorem for the $p$th power map on the coset $C = a + p\mathbf Z_p$. This is a complete metric space and the $p$th power map sends $C$ to itself since $x^p \equiv x \bmod p\mathbf Z_p$ for all $x \in \mathbf Z_p$. The limit coming from this contraction is a number $w \in C$ such that $w^p = w$. If $a \in \mathbf Z_p^\times$ then $w \not= 0$, so $w^{p-1} = 1$. (If $a \in p\mathbf Z_p$ then $w = 0$.)