I am trying to prove that $x^2+1$ is irreducible over $\mathbb{Z}_p[x]$. In order to do that, let's say it's not irreducible, then we have:
$x^2+1=(x+a)(x+b) \rightarrow x^2+(a+b)x+ab=x^2+1\mod p$, thus we have:
$a=-b \mod p$, $ab=1\mod p \rightarrow b^2=-1\mod p$
Now, can I say that the last equation doesn't have any answer in $\mathbb{Z}[x]_p$? If yes, how? Because the last equation implies that $b^2 = p-1\mod p$, and I am not sure how to prove there is no $b$ exist to satisfy this equation
Let's set $p=5$.
$x^2 +1 \equiv x^2 - 4 \equiv (x-2)(x+2) \pmod 5$.
What's really going on? You have to out find when $-1$ is a quadratic residue modulo $p$. You should read really carefully this interesting page on Wikipedia about Legendre Symbol and its properties! https://en.wikipedia.org/wiki/Legendre_symbol.