This is what you need to show in order to prove that $\sqrt{-5}$ is a prime in $\mathbb Z[\sqrt{-5}]$:
For any $a, b \in \mathbb Z[\sqrt{-5}]$, if $\sqrt{-5}$ divides $ab$, then $\sqrt{-5}$ divides $a$ or $b$.
First of all, I suggest we work out which elements in $\mathbb Z[\sqrt{-5}]$ are divisible by $\sqrt{-5}$. So see if you can prove this:
$\sqrt{-5}$ divides the element $m + n\sqrt{-5} \in \mathbb Z[\sqrt{-5}]$ if and only if $m$ is a multiple of $5$.
This gets you most of the way there.
Alternatively, you could aim to prove the following:
$(\sqrt{-5})$ is a prime ideal; or equivalently, $\mathbb Z[\sqrt{-5}] / (\sqrt{-5}) $ is an integral domain.
This is what @reuns is hinting at. If you want to go for this approach, then prove the following:
The ideal $(\sqrt{-5})$ consists precisely of the elements $m + n\sqrt{-5} \in \mathbb Z[\sqrt{-5}]$ where $m$ is a multiple of $5$. Therefore, $\mathbb Z[\sqrt{-5}] / (\sqrt{-5})$ is isomorphic to $\mathbb Z_5$.
Good luck.