Applying Stolz-Cesaro leads to:
$$\lim_{{n}\to{\infty}} \frac{(n+1)^p}{(n+1)^{p+1}-n^{p+1}} = \lim_{{n}\to{\infty}} \frac{1}{n\left(1+\frac{1}{n}\right)^{p+1}-n}$$
dividing numerator and denominator by $n^{p}$.
Expand the denominator in power series:
$$n\left(1+\frac{1}{n}\right)^{p+1}-n = \binom{p+1}{1} + \binom{p+1}{2}\frac{1}{n}+\mathcal{O}(1/n^2)$$
Clearly it approaches $p+1$ as $n \to \infty$.
Hence, your required limit is $\frac{1}{p+1}$
If you are looking for slightly different arguments apart from the Stolz-Cesaro or the already mentioned idea in the other answer,
Here's a nice one by @Jack D'Aurizio
$\displaystyle k(k-1)\cdot\ldots\cdot(k-p+1)=p!\binom{k}{p}\leq k^p \leq p!\binom{k+p}{p}=(k+p)\cdot\ldots\cdot(k+1)$
for each $1 \le k \le n$
Thus,
$$p!\binom{n+1}{p+1} = p!\sum\limits_{k=1}^{n}\binom{k}{p}\leq \sum\limits_{k=1}^{n} k^p \leq p!\sum\limits_{k=1}^{n}\binom{k+p}{p} = p!\binom{n+p+1}{p+1}$$
Thus, $\displaystyle \lim_{{n}\to {\infty}}\frac{1^p+2^p+\cdots+n^p}{n^{p+1}}= \frac{1}{p+1}$ by Squeeze Theorem.