I had an exercise were I had to prove that for each natural $n$ and each prime $p$, there exists an irreducible polynomial in $\mathbb{Z}_p[X]$. But then I was searching for an example were for a certain $n$ (not prime), there are no irreducible polynomial of degree $n$. So I considered the easiest example $\mathbb{Z}_4[X]$ but :
degree 0 : $2$ is irreducible
degree 1 : $X$ is irreducible
degree 2 : $X^2+1$ is irreducible
is there a $n$ for which we don't have irreducible polynomial?