[example: The First Failure of Naive Square Roots]
Let $p=11$. To find the non-zero square classes modulo $11$, it is enough to square the representatives $1,2,3,4,5,6,7,8,9,10$ and reduce each result modulo $11$. The first five give
\begin{align*} 1^2 = 1 \equiv 1 \pmod{11}. \end{align*}
\begin{align*} 2^2 = 4 \equiv 4 \pmod{11}. \end{align*}
\begin{align*} 3^2 = 9 \equiv 9 \pmod{11}. \end{align*}
\begin{align*} 4^2 = 16 = 11+5 \equiv 5 \pmod{11}. \end{align*}
\begin{align*} 5^2 = 25 = 2\cdot 11+3 \equiv 3 \pmod{11}. \end{align*}
The remaining non-zero classes repeat these values because each is the negative of one of the first five classes modulo $11$, and $(-x)^2=x^2$. Explicitly,
\begin{align*} 6 \equiv -5 \pmod{11}, \quad 6^2 \equiv (-5)^2 = 25 \equiv 3 \pmod{11}. \end{align*}
\begin{align*} 7 \equiv -4 \pmod{11}, \quad 7^2 \equiv (-4)^2 = 16 \equiv 5 \pmod{11}. \end{align*}
\begin{align*} 8 \equiv -3 \pmod{11}, \quad 8^2 \equiv (-3)^2 = 9 \pmod{11}. \end{align*}
\begin{align*} 9 \equiv -2 \pmod{11}, \quad 9^2 \equiv (-2)^2 = 4 \pmod{11}. \end{align*}
\begin{align*} 10 \equiv -1 \pmod{11}, \quad 10^2 \equiv (-1)^2 = 1 \pmod{11}. \end{align*}
Therefore the non-zero squares modulo $11$ are exactly $1,3,4,5,9$. The remaining non-zero classes $2,6,7,8,10$ are not squares modulo $11$, so the phrase "take a square root modulo $p$" hides a genuine existence question.
[/example]