There are $p^{p - 1} - 1$ monic irreducible polynomials of prime degree $p$ over $\mathbb{F}_p$ by this post.
The chance of picking one of them randomly is $\cfrac{p^{p - 1} - 1}{p^p} = \cfrac{1}{p} - \cfrac{1}{p^p}$ .
Is there a systematic way to list all of them?
Here are $p - 1$:
$f(x) = x^p - x + a \in \mathbb{F}_p[x]$, where $a \in \mathbb{F}_p^*$
And here are another $p - 1$:
$\cfrac{1}{a}x^pf(\cfrac{1}{x}) = x^p - \cfrac{1}{a}x^{p - 1} + \cfrac{1}{a} = x^p - bx^{p - 1} + b \in \mathbb{F}_p[x]$, where $b \in \mathbb{F}_p^*$
Many more to go...
EDIT: I'm thinking there can't be a clean, systematic way to list these particular irreducible polynomials. But I'm asking just in case because an exercise in a book on Galois theory (and I'm just working through the exercises for myself) asks to factorize $x^{p^p} - x$ over $\mathbb{F}_p$, which almost makes it seem like a constructive factorization is expected. But I now came across this post for only the case $p = 3$, and the process there seems to be enumerate and check.