Define $f_n = x^{2^n} + 1$.
Then we want to show that there is an integer $n$ such that $f_n$ is reducible in $\mathbb{F}_p[x]$ for all primes, $p$.
However, I want to do this using the hint
The group of units modulo $2^r$, $(\mathbb{Z}/2^r\mathbb{Z})^*$, is not cyclic for $r \ge 3 $.
Indeed, there are ways to show this without the hint - one such method forms the basis of this answer.
However, I just can't seem to figure out how to use the hint! Hopefully using the hint will also shine some light on the question of for which $n$ does the above hold?
It's always reducible modulo $2$.
Modulo an odd prime $p$, its zeroes are the primitive $2^{n+1}$-th roots of unity. Let $\alpha$ be any of them. Then $\Bbb F_p(\alpha)=\Bbb F_{p^k}$ where $k$ is the least positive integer with $\alpha^{p^k}=\alpha$. That's equivalent to $p^k\equiv1\pmod{2^{m+1}}$. If $k<2^m$, then the degree of $\Bbb F_p(\alpha)$ over $\Bbb F_p$ is less than $2^m$, so that $x^{2^m}+1$ cannot be irreducible over $\Bbb F_p$.