Note that this result is not true if $F$ is a skew field (division ring), as is illustrated by the quaternion group $Q_8$ inside the quaternions. So one must use commutativity somewhere, and this usually happens implicitly by using that the polynomial $X^d-1$ can have at most $d$ roots in $F$; this is for instance the case in the answer by Andrea, where the proof of the lemma does not use commutativity. Here is a somewhat different approach that exploits commutativity a second time.
Lemma. The set of orders of elements in a finite Abelian group is closed under taking least common multiples.
(Edit: This happens to be the subject of another math.SE question. It may seem quite hard, unless one realises that in Abelian torsion groups, different prime factors can be considered independently due to a canonical direct sum decomposition, after which the question becomes trivial. Here I'll leave my original proof below, which follows another answer to that question.)
Proof. The set of orders (in any group) is certainly closed under taking divisors: if $x$ has order $n$ and $d\mid n$ then $x^{n/d}$ has order $d$. Now if $a,b$ are orders of elements in an Abelian group and $\def\lcm{\operatorname{lcm}}m=\lcm(a,b)$, then there are relatively prime $a',b'$ with $a'\mid a$, $b'\mid b$, and $a'b'=m$: it suffices to retain in $a'$ those and only those prime factors of $a$ whose multiplicity in $a$ is at least as great as in $b$, and to retain in $b'$ all other prime factors of $b$ (those whose multiplicity exceeds those in $a$). Now if $x$ has order $a'$ and $y$ has order $b'$, then these orders are relatively prime, whence $\langle x\rangle\cap\langle y\rangle=\{e\}$, and their product is$~m$ so that $ x^iy^i =e\iff x^i=e=y^i\iff (\lcm(a',b')=a'b'=)\; m\mid i, $ and therefore $xy$ has order $m$. QED
Now to prove the proposition, let $n=\#G$, and let $m$ be the least common multiple of all the orders of elements of $G$. By Lagrange's theorem the order of every element divides$~n$, whence $m\mid n$ by the property of least common multiples. But one also has $n\leq m$ since all $n$ elements of $G$ are roots of the polynomial $X^m-1$ in the field$~F$. Therefore $n=m$, and by the lemma (using that $G$ is commutative since $F$ is so) $G$ has an element $g$ of order $m=n=\#G$, so that $G=\langle g\rangle$ is cyclic.