Humphrey's A course in Group Theory states, on page 100:
A $p$-group is a group in which the order of every element is a power of $p$
Furthermore, it is stated that
The First Sylow Theorem shows that if $G$ is a finite $p$-group then $|G|$ must be a power of $p$.
Why is this the case? Let us suppose that $|G|=p^nk$ where $k$ is not a multiple of $p$.
Then we can find a Sylow-$p$ subgroup of $G$ (subgroup with $p^n$ elements) by the First Sylow Theorem. What I don't understand is how this contradicts the fact that $G$ is a finite p-group.
Can someone give me a hint?
Take a prime factor $q$ of $k$ and look at the Sylow-$q$ subgroup, instead. The elements of this subgroup cannot have order which is a power of $p$.