I am currently reading the book "ultrametric calculus: an introduction to $p$ adic analysis" by Schikhof, and I came across this problem:
"Prove that $x^2+1=0$ has no solutions in $\mathbb{Z}_3$ but has two solutions in $\mathbb{Z}_5$."
Here, $\mathbb{Z}_p$ denotes the ring of $p$ adic integers. The issue that I am having is that the book has never given any theorems for irreducibility in $\mathbb{Z}_p$ or any helpful theorems related to finding solutions to polynomials $f(x)\in\mathbb{Z}_p[x]$ up until this point, so I am assuming that there must be some way to do this solely on the construction of $\mathbb{Z}_p$? I am unsure on how I could do this, and could use some help as I have completely run out of ideas. Any help is appreciated.
At the early point where this exercise appears in the text (exercise 3.G, page 9), after defining $p$-adic integers as "infinite expansions to the left", and introducing adding and multiplication on them via "elementary school method (addition with carries, long multiplication) up to infinity", you are probably supposed to do it like this:
a) The $\mathbb Z_3$ case: The number $-1$ written as $3$-adic is
$$\dots 2222$$
So assume there is a $3$-adic number some $x= \dots x_3 x_2 x_1 x_0$ whose square is that, we need for starters $x_0 \cdot x_0 \equiv 2$ modulo $3$ which is already impossible.
b) The $\mathbb Z_5$ case: Now, $-1$ is the $5$-adic number
$$\dots 44444$$
and we need to find two different $ \dots x_3 x_2 x_1 x_0$ which when squared give that. Writing out the long multiplication, we need: $x_0 \cdot x_0 = 4$.
One solution is $x_0=2$. Putting that in and collecting the next column, we need $4x_1 \equiv 4$ modulo $5$, i.e. $x_1=1$. Putting that in and collecting the next column, we need $4x_2+1 \equiv 4$ modulo $5$, i.e. $x_2=2$. Putting that in and collecting the next column, we need $4x_3+4 \equiv 4$ modulo $5$, i.e. $x_3=0$. Coontinuing like this, you'll see you always get an equation of the form $4x_n + b \equiv 4$ modulo $5$ which can be solved uniquely.
Or, we could have started with $x_0=3$. Putting that in and collecting the next column, we need $6x_1+1 \equiv 4$ modulo $5$, i.e. $x_1=3$. Continue from here ...
So there are two solutions,
$$ \dots 0212$$ and $$\dots 4233$$
As a bonus, note they are each other's additive inverse.
As a final aside, I advise strongly against thinking of these as "imaginary" numbers. Obviously e.g. that $5$-adic number whose expansion is $\dots 0212$ is not more or less imaginary than any other $p$-adic number, or for that matter, the real number whose expansion is $1.4142 \dots$ and which we call $\sqrt{2}$. Thinking of $p$-adic numbers as if they somehow "sit inside" $\mathbb R$ and/or $\mathbb C$ is a painfully common source of confusion. Cf. https://math.stackexchange.com/a/4007515/96384, here especially sections 4 and 5.