This question already has an excellent answer, but I will provide another one which makes no reference to $\Bbb Q_p$. More precisely, I will prove that the sequence$$\left(\sum_{k=1}^mp^{k!}\right)_{m\in\Bbb N}\label{s}\tag1$$is a non-convergent Cauchy sequence of elements of $(\Bbb Q,d_p)$ working entirely within the rational numbers.
It is easy to prove that the sequence $\eqref{s}$ is a Cauchy sequence; it follows from the fact that if $m,n\in\Bbb N$ and $m>n$, then $d_p(\sum_{k=1}^mp^{k!},\sum_{k=1}^np^{k!})=p^{-(n+1)!}$.
On the other hand, if the sequence \eqref{s} converges in $(\Bbb Q,d_p)$, let $\frac ab$ be its limit, where $a\in\Bbb Z$ and $b\in\Bbb N$ are coprime numbers. For each $m\in\Bbb N$, $d_p(\sum_{k=1}^mp^{k!},0)=p^{-1}$ and therefore, since the set $\{q\in\Bbb Q\mid d_p(q,0)=\alpha\}$ is a closed set for every $\alpha>0$, $d_p(a/b,0)=p^{-1}$ too. But then $p\nmid b$; otherwise, we would have $p\nmid a$ and so $d_p(a/b,0)\geqslant p$.
It follows from the fact that$$\lim_{m\to\infty}\sum_{k=1}^mp^{k!}=\frac ab$$in $(\Bbb Q,d_p)$ that, for each $n\in\Bbb N$,$$\lim_{m\to\infty}\sum_{k=1}^mp^{(n+k)!}=\frac ab-\sum_{k=1}^np^{k!}.$$But, as above, since each sum $\sum_{k=1}^mp^{(n+k)!}$ belongs to the set $\left\{q\in\Bbb Q\mid d_p(q,0)=p^{-(n+1)!}\right\}$, we have that $a/b-\sum_{k=1}^np^{k!}$ belongs to that set too, and therefore$$\frac ab-\sum_{k=1}^np^{k!}\ne0\label{n}\tag2.$$Let $\nu_p$ be the $p$-adic valuation. Then, since $p\nmid b$,\begin{align}\nu_p\left(a-b\sum_{k=1}^np^{k!}\right)&=\nu_p\left(\frac{a-b\sum_{k=1}^np^{k!}}b\right)\\&=\nu_p\left(\frac ab-\sum_{k=1}^np^{k!}\right)\\&=(n+1)!.\end{align}In particular, $p^{(n+1)!}\mid a-b\sum_{k=1}^np^{k!}$.
On the other hand, for each $n\in\Bbb N$,\begin{align}\left\lvert a-b\sum_{k=1}^np^{k!}\right\rvert&\leqslant\lvert a\rvert+b\sum_{k=1}^np^{k!}\\&<\lvert a\rvert+b\sum_{k=0}^{n!}p^k\\&=\lvert a\rvert+b\frac{p^{n!+1}-1}{p-1}\\&<\lvert a\rvert+bp^{n!+1}\\&<p^{(n+1)!}\end{align}if $n\gg1$, since\begin{align}\lim_{n\to\infty}\frac{\lvert a\rvert+bp^{n!+1}}{p^{(n+1)!}}&=\lim_{n\to\infty}\left(\frac{\lvert a\rvert}{p^{(n+1)!}}+\frac{bp}{p^{n\times n!}}\right)\\&=0\\&<1.\end{align}But then, if $n\gg1$, the non-negative integer $\left\lvert a-b\sum_{k=1}^np^{k!}\right\rvert$ is both a multiple of $p^{(n+1)!}$ and smaller than it. Therefore, it must be equal to $0$, contradicting \eqref{n}. Or we can argue that $b\sum_{k=1}^Np^{k!}<b\sum_{k=1}^{N+1}p^{k!}$ and that therefore the numbers $b\sum_{k=1}^Np^{k!}$ and $b\sum_{k=1}^{N+1}p^{k!}$ cannot be both equal to $a$.