Very quickly, Sylow's first theorem says a Sylow $p$-subgroup of order $p^r$ exists and Cauchy's theorem says if $p \mid |G|$ then there is an element of order $p$.
It's often said that Cauchy's follows easily from Sylow's, but I just don't see it! I don't see why a Sylow $p$-subgroup must have an element of order $p$; why couldn't they all be of order $p^n,\ 2<n<r$?