Let $F$ be a finite field of characteristic $p$. Show that every element of $F$ is algebraic over $\mathbb{Z}_p$.
Since char$(F)$ = $p$, $\forall a \in F $ not zero, $ap$ = 0. We also have the same characteristic for $\mathbb{Z}_p$.
How can I use the prime characteristic to show there is a polynomial $P(x) \in \mathbb{Z}_p[x]$ such that $P(a) = 0$?
As $F$ is finite, every element of $F^*$ has finite (multiplicative) order. So, for $\alpha \in F^*$, there is some $n \in {\mathbb N}$ such that $\alpha^n = 1$, making $\alpha$ a root of $X^n - 1 \in {\mathbb Z}_p[X]$.
(In fact, $F^*$ is cyclic and you can take the same $n$ for all elements of $F^*$.)
Alternatively, the dimension of $F$ over ${\mathbb Z}_p$ must be finite, as $F$ itself is finite. This makes it a finite and hence algebraic extension.