Module $M$ is irreducible means it doesn't contain any submodules except of $0$ and $M$, also I have proven that $M$ is irreducible if and only if it is cyclic and has any nonzero element as generator.
Now I have to find all irreducible $\mathbb{Z}$-modules. It is clear that $\mathbb{Z}/p\mathbb{Z}$ is irreducible by Lagrange's theorem. Why there are no another irreducible $\mathbb{Z}$-modules?
In any $\Bbb Z$-module $M$ and any $a \in M$, we can look at the submodule generated by $a$, denoted $(a)$. We can define this to be the smallest submodule containing $a$, or we can more directly define it as $$ (a) = \{na : n \in \Bbb Z\} $$ Now, if $a$ is non-zero, then $(a) \neq 0$. So, if $M$ is irreducible, then $M = (a)$. However, this means that $M$ is a cyclic (abelian) group.
Now, which cyclic groups have no proper, non-trivial subgroups?
Note that in $M = \Bbb Z/n\Bbb Z$ where $n = pq$, we have the subgroup $(p) = \{0,p,2p,\dots,(q-1)p\} \subsetneq M$.