We will show that $P(x):=x^5 -x+r$ is irreducible in $\Bbb Z_5[x]$ for $r=1,2,3,4$.
Since $P(k)\equiv r\pmod{5}$ for $k\in \Bbb Z_5[x]$, $P$ has no linear factors and if it is reducible then $P(x)=Q(x)T(x)$ where $Q$ has degree $2$ and $T$ has degree $3$.
Consider the isomorphism $f: \Bbb Z_5[x]\to \Bbb Z_5[x]$, given by $f(P)(x)=P(x+1)$. Then the polynomial $P(x)=x^5-x+r$ is a fixed point of $f$:
$$f(P)=f(x^5-x+r)=(x+1)^5-(x+1)+r=x^5+1-x-1+r=x^5-x+r=P.$$
Therefore we should have $f(Q)=Q$ and $f(T)=T$ ($f$ is degree-invariant). Now we show that
$f$ has not any fixed polynomial of degree $2$:
$$f(ax^2+bx+c)=a(x+1)^2+b(x+1)+c=ax^2+(2a+b)x+(a+b+c)\\=ax^2+bx+c$$
iff $2a\equiv 0 \pmod{5}$ and $a+b\equiv 0 \pmod{5}$ which is impossible because $a\not\equiv 0 \pmod{5}$.