In many theorems, the prime $2$ has an exceptional characteristic. But where can other primes be exceptional? As a couple examples:
1) In the Fibonacci sequence $5$ is exceptional because $p=5$ allows $p|F_p$, unlike other primes where instead $p|F_{p+1}$ or $p|F_{p-1}$.
2) Pandiagonal Latin squares have both $2$ and $3$ as exceptional primes because none exist when the order of the square is divisible by $2$ or $3$.
Here is one possible non-trivial and exceptional prime, the existence or non-existence of which is not yet proven.
It is believed, but not yet proven, that there does not exist positive integers $m$ and $n$ for which $\zeta(1+m/n)$ is a positive integer. However when it comes to prime we can prove a slightly better result i.e.
I believe there is no such prime, but if we are wrong then there will be at most one such prime, making this prime truly exceptional.