Let $X$ be a $\mathbb{Z}$-homology $n$-sphere, i.e., a closed manifold with $\mathbb{Z}$-homology groups of the standard $n$-dimensional sphere. If $X$ is simply-connected, it is not difficult to see (and not difficult to look up on the internet) that such a space is in fact homotopy equivalent (hence homeomorphic, by the Poincare conjecture) to the $n$-sphere.
Now assume that $X$ is a $\mathbb{Z}_p$-homology sphere for some prime $p$. Is it true that if $X$ is simply-connected, then $X$ is homotopy equivalent to the $n$-sphere?
EDIT: OOPS, sorry! As pointed out in the comments, the first sentence didn't make any sense before. Added simply-connecteness as an assumption.
Edit #2: There is a $5$-dimensional counterexample, but I don't know how to produce it explicitly.
According to Smale's classification of closed, oriented, smooth, simply connected, spin $5$-manifolds, there is a simply connected closed $5$-manifold $X$ with $H_2(X) \cong \mathbb{Z}_p \oplus \mathbb{Z}_p$. By the same universal coefficient and Poincaré duality arguments as below, such a manifold $X$ is a $\mathbb{Z}_q$-homology sphere for any prime $q \neq p$, but not a $\mathbb{Z}$-homology sphere.
Universal coefficients also shows that a simply connected closed $n$-manifold which is a $\mathbb{Z}_p$-homology sphere for all primes $p$ is a $\mathbb{Z}$-homology sphere.
Edit: This is not an answer. I just want to record the observation that the minimal dimension of a counterexample is $5$.
First let me record that a simply connected closed manifold cannot have a nontrivial orientation double cover, and hence is orientable.
The cases $n = 0, 1$ are degenerate. When $n = 2$ the $2$-sphere is already the only simply connected closed surface by the classification of surfaces.
When $n = 3$, let $X$ be a simply connected closed $3$-manifold. Since it's orientable, $H_3(X) \cong \mathbb{Z}$ and $H_2(X) \cong H^1(X) \cong 0$ by Poincaré duality, and hence $X$ is already a $\mathbb{Z}$-homology sphere.
When $n = 4$, let $X$ be a simply connected closed $4$-manifold. Since it's orientable, $H_4(X) \cong \mathbb{Z}$. By universal coefficients, $H^2(X)$ is torsion-free, so by Poincaré duality, $H_2(X) \cong H^2(X)$ is also torsion-free. And by Poincaré duality again, $H_3(X) \cong H^1(X) \cong 0$. It follows that
$$H_2(X, \mathbb{Z}_p) \cong H_2(X) \otimes \mathbb{Z}_p$$
vanishes iff $H_2(X)$ vanishes. Hence if $X$ is a simply connected closed $4$-manifold which is also a $\mathbb{Z}_p$-homology sphere for any $p$, then $X$ is a $\mathbb{Z}$-homology sphere.