If G acts on a finite set S, then S can be written as a disjoint union (See Hungerford's algebra p 93)
, where
,
, and
for all i. We see that
is divisible by p by Lagrange's theorem, since a p-group G acts on S. By assumption, S is not divisible by p, so
is not empty and
. An orbit of
, denoted
, has a single element iff
. Can you conclude it from here?