The $p$th roots of unity are solutions of $z^p=1$, that is,
$$z=e^{2k\pi i/p}\ ,\quad k=0,1,2,\ldots,p-1\ .$$
If $p$ is odd, then all of these are imaginary except the one with $k=0$. The root $z$ is a primitive $p$th root of unity if the smallest positive integer $n$ such that $z^n=1$ is $n=p$. If $k=1,2,\ldots,p-1$, we have
$$\eqalign{z^n=1\quad
&\Leftrightarrow\quad e^{2kn\pi i/p}=1\cr
&\Leftrightarrow\quad \frac{kn}p\ \hbox{is an integer}\cr
&\Leftrightarrow\quad p\mid kn\cr
&\Leftrightarrow\quad p\mid n\quad \hbox{since $p$ is prime and $p\not\mid k$}\ .\cr}$$
So the smallest such $n$ is $n=p$, and this shows that $z$ is a primitive $p$th root of unity.
For the case $p=2$ there are no imaginary $p$th roots of unity, so the statement is vacuously true.