It's well-known that $p$ is totally ramified in $K$ and that it is the only ramified prime in this extension. The unique prime ideal above $p$ is $(1-\zeta_p)$, so we only need to figure out the exponent of $(1-\zeta_p)$.
The norm of the different is the (absolute value of) discriminant. The discriminant in this case is also well-known:
We have $|\Delta_{K/\Bbb Q}|=p^{p-2}$.
Now if $\mathfrak{d}_{K/\Bbb Q}=(1-\zeta_p)^m$, then using $N((1-\zeta_p))=p$ we get
$p^{p-2}=|\Delta_{K/\Bbb Q}|=N(\mathfrak{d}_{K/\Bbb Q})=p^m$
So the exponent $m$ is $p-2$ and we have $\mathfrak{d}_{K/\Bbb Q}=(1-\zeta_p)^{p-2}$.
Another approach: If the ring of a number field is $\Bbb Z[\alpha]$ with $\alpha$ having minimal polynomial $f$, then the different is generated by $f'(\alpha)$. Here $\alpha=\zeta_p$, $f=\Phi_p$.
We have $(X-1)\Phi_p(X)=X^p-1$. Differentiating yields.
$$(X-1)\Phi'_p(X)+\Phi_p(X)=pX^{p-1}$$
Plugging in $\zeta_p$ gives
$$(\zeta_p-1)\Phi'_p(\zeta_p)=p\zeta_p^{p-1}$$
The factor $\zeta_p^{p-1}$ doesn't bother us, being a unit. We know that $(\zeta_p-1)^{p-1}=(p)$ (as, again, $p$ is totally ramified and $(\zeta_p-1)$ is the unique prime ideal above it)
Thus we get an equality of ideals:
$(\zeta_p-1)(\Phi'_p(\zeta_p))=(p)=(\zeta_p-1)^{p-1}$. Which yields the result upon diving by $(\zeta_p-1)$.
Third method (This one is quite a bit more advanced):
Consider the extension of local fields $\Bbb Q_p(\zeta_p)/\Bbb Q_p$. Because $p$ is totally ramified in $K/\Bbb Q$, the problem is purely local.
Generally if $E/F$ is an extension of non-archimedean local fields, then the different $\mathfrak{d}_{E/F}$ is some power of the maximal ideal $\mathfrak{m}_E$ of the valuation ring $\mathcal O_E$ of $E$. If $E/F$ is Galois with Galois group $G$, then the exponent of $\mathfrak{d}_{E/F}$ may be expressed in terms of higher ramification groups. Namely, we have $\mathfrak{d}_{E/F}=\mathfrak{m}_E^w$, where $w$ is $\sum_{i=0}^\infty(|G_i|-1)$.
Now the higher ramification groups of the field $\Bbb Q_p(\zeta_{p^k})=:E_k$ may be computed as $G_i=\operatorname{Gal}(E_k/E_e)$, where $e$ is chosen such that $p^{e-1}\leq i <p^e$. For a proof, see e.g. Serre Local Fields. In our situation $k=1$. And so we get a really simply ramification filtration:
$G_{-1}=G_0=\operatorname{Gal}(\Bbb Q_p(\zeta_p)/\Bbb Q_p)\cong (\Bbb Z/p\Bbb Z)^\times$ and $G_i={1}$ for $i \geq 1$.
Thus the formula simply yields as an exponent $|G_0|-1=p-2$.