If a prime number $p\in \mathbb N$ is from the form $p=4k+3,\ k\in \mathbb N$, then it is also a prime number in $\mathbb Z[i]$, i.e., if $p\mid z_1\cdot z_2$ then $p\mid z_1$ or $p\mid z_2$.
I don't have any idea how to solve it, so I am looking for some hints.
Thanks in advance :)
Let $p\equiv3\pmod 4$ a prime, and suppose that $p=mn$, where $m,n\in\mathbb{Z}[i]$. Then of course $|p|=|m|\cdot|n|$, in other words $$p^2=|m|^2\cdot|n|^2.$$ Assuming the decomposition is not trivial, one concludes $$|m|=|n|=p,$$ and that makes $p$ the sum of two squares, which is impossible by assumption on $p$ (see explanation below).
Thus $p$ is irreducible in $\mathbb{Z}[i]$, and since it is a unique factorization domain, $p$ is prime.
Explanation: As one can verify immediately, for every integer $n$ one of the following holds: $n^2\equiv0\pmod 4,$ or $n^2\equiv1\pmod 4$. It follows that the sum of two squares can't be $\equiv3\pmod 4$.