Since the characteristic of $F$ is $p$, $F$ will contain a subfield $K$(say) isomorphic to the field $(Z_{p},+_{p},._{p})$ ($\because$ If the characteristic of a field $F$ is prime $p$, then $F$ contains a subfield isomorphic to $(Z_{p},+_{p},._{p})$.)
$\therefore$ The field $F$ will contain $p$ elements.
Now the field $F$ can be considered as an extension of the field $K$. i.e. $F$ is a linear space over field $K$. As $F$ is a finite field, its dimension will also finite.
If the dimension of $F$ is $n$, then it has a basis $\{x_{1},x_{2},....,x_{n}\}$ conataining $n$ elements.
Now we know that if $B=\{x_{1},x_{2},....,x_{n}\}$ is basis of an $n$ dimensional linear space $(V,+,.,F)$, then each vector of $V$ has a unique representation as a linear combination of vectors $x_{1},x_{2},...,x_{n}$.
$\therefore$ for each $x\in F$ has a unique representation
$$x=\alpha_{1}x_{1}+\alpha_{2}x_{2}+...\alpha_{n}x_{n}, \alpha_{i}\in K (i=1,..n)$$
$\alpha_{i}\in K$ implies that we have $p$ choices for each $\alpha_{1},\alpha_{2},....,\alpha_{n}$. Thus the total possible choices for $x$ will be $p^{n}$ and these choices will give the entire field $F$, i.e. the number of elements in $F$ is $p^{n}$.
Note: From this result you can also derive following important result.
If a finite field $F$ contains $p^{n}$ elements, then each element of $F$ satisfies the equation $x^{p^{n}}-x=0.$