Here’s another explicit idea, different from Dietrich Burde’s very good one (and the other answer that uses the Baire Category Theorem).
Consider the series $\sum_{n \geq 0}{p^{n!}}$. It clearly converges in $\mathbb{Z}_p$. If its limit were a rational number, then one would have, for finite $p$-adic expansions $\sum_{k=0}^m{a_kp^k}$ (this one nonzero) and $\sum_{k=0}^l{b_kp^k}$, the equality $\sum_{k=0}^m{a_kp^k}\sum_{k \geq 0}{p^{k!}}=\sum_{k=0}^l{b_kp^k}$.
Now, it’s easy to write the LHS as $N_0+\sum_{n\geq m+1,0 \leq k \leq m}{a_kp^{n!+k}}$ and thus $\sum_{n \geq m+1,0 \leq k \leq m}{a_kp^{n!+k}}$ is the valid (infinite) $p$-adic expansion of an integer $N$.
If $N$ is positive, that’s impossible because positive integers have a finite $p$-adic expansion. If $N$ is negative, we can write $N=-p^q+r$ with $p^q>r>0$ and $-p^q=\sum_{k \geq q}{(p-1)p^k}$ so the $p$-adic expansion of $-p^q+r$ has all but finitely many $p-1$, which isn’t the case of $\sum_{n \geq m+1,0 \leq k \leq m}{a_kp^{n!+k}}$.