Proof: I found this proof but I still struggling to understand it:
Answer: By induction over $|G|.$
if $|G|=2$, $1 \in G$ and G there is one more element $g\neq1$. Then $g=g^{-1}$ otherwise $g^{-1}$ should belong to $G$, because $G$ is group and $|G|=2$. Thus $g^2=1$, therefore $G$ there is an element $g$ wich has order $2$, and $2$ is prime.
if $|g|>2$ and $p$ a prime such that $p$ divides $|G|$. Lets consider $|G|=mp$, $m$ a positive integer. If $1\neq g \in G$ then $o(g^m)=\frac{mp}{\gcd(m, mp)}=p$; Now, assuming that $p$ does not divide $o(g)=k$, then
(now it starts my questions)
- $p$ divides the index $|G:\langle g\rangle|$ (why I have this hypothesis, is this unique?)
- and, by induction, because $|G/\langle g\rangle|=|G|/k<|G|$, exists $x\langle g\rangle\in G/\langle g\rangle$ which has order $p$ (why?) in the quotient. -So, setting $h=o(x)$ then $(x\langle g\rangle)^{h}=x^{h}\langle g\rangle=1\langle g\rangle=\langle g\rangle$ therefore $p$ divides $h$ and $o(x^{h/p})=p.$ (why?)
I look forward to seeing your answer.
This is a special case of Cauchy's Theorem. A proof is given in this Wikipedia article.