Nowadays we are interested in such number systems. Indeed, in any symbolic mathematics system that handles calculus (e.g. Macsyma, Maple, Mathematica), one is forced to be interested in general "elementary number" systems closed under "elementary" operations, e.g. see Chow's monthly article What is a closed form number? But such transcendental number theory is much more difficult than algebraic number theory. There are many open problems with no resolution in sight, e.g. Schanuel's Conjecture. There has been much interesting model-theoretic work done on such topics in the past few decades, e.g. see work by Daniel Richardson and Lou van den Dries to get an entry point into this literature, and see the literature on symbolic mathematical computation for algorithms and heuristics.
Let me address your first question. First, I want to argue that there is no precise meaning of "involving numbers only". For example, given a finite field $F$ of size $4$ constructed in the usual manner (quotient of a polynomial ring over $\mathbb{Z}/2\mathbb{Z}$), I can choose a set of numbers, say
$$S=\{37,\tfrac{5}{19},\pi,e\}$$
and, choosing a bijection of $S$ with $F$, use transport of structure to give $S$ the structure of a field. The field structure does not depend in any way on what the underlying set is "made of".
However, along the lines of what I think you are ultimately after, you can obtain finite fields of any possible order using larger rings of integers. For example, $\mathbb{Z}[i]/(3)$ is a finite field of size $9$, and $\mathbb{Z}[i]$ consists of very reasonable numbers,
$$\mathbb{Z}[i]=\{a+bi\mid a,b\in\mathbb{Z}\}.$$
Now let me addressr your second question. Let's use $\mathbb{F}_p$ to mean $\mathbb{Z}/p\mathbb{Z}$, a finite field of order $p$ - it is a very common notation that is slightly less cumbersome, but doesn't mean anything different, they are exact synonyms.
A finite field of order $p^n$ is often constructed by taking the polynomial ring $\mathbb{F}_p[x]$, choosing an irreducible polynomial $f\in \mathbb{F}_p[x]$ of degree $n$, and then making the field
$$F=\mathbb{F}_p[x]/(f).$$
Now, the division algorithm for polynomials tells you that each equivalence class in this quotient can be uniquely identified by a representative of degree $<n$. In other words,
$$\begin{align*}
F&=\{a_0+a_1x+\cdots +a_{n-1}x^{n-1}+(f)\mid a_0,a_1,\ldots,a_{n-1}\in\mathbb{F}_p\}\\\\
&=\left\{\,\overline{a_0+a_1x+\cdots +a_{n-1}x^{n-1}}\,\;\middle\vert\;a_0,a_1,\ldots,a_{n-1}\in\mathbb{F}_p\right\}\\\\\\
&=\{a_0+a_1\overline{x}+\cdots +a_{n-1}\overline{x}^{n-1}\mid a_0,a_1,\ldots,a_{n-1}\in\mathbb{F}_p\}
\end{align*}$$
Letting the symbol $\alpha$ be a stand-in for $\overline{x}$, you can think of $F$ as being $\mathbb{F}_p$ with a new element "$\alpha$" added in, where $\alpha$ is a root of $f$, and you can write $F=\mathbb{F}_p[\alpha]$.
Now, the prime subfield of $F$ is just the "constant" polynomials, i.e. the ones with no $\alpha$'s in them:
$$\text{the prime subfield of }F=\{a_0+0\alpha+\cdots+0\alpha^{n-1}\mid a_0\in\mathbb{F}_p\}$$
and for each divisor $d\mid n$, the unique subfield of $F$ of order $p^d$ is the collection of polynomials in $\alpha$ whose terms are those of exponents that are multiples of $n/d$:
$$\text{the subfield of }F\text{ of order }p^d=\{a_0+a_1\alpha^{n/d}+\cdots+a_{d-1}\alpha^{(d-1)n/d}\mid a_0,a_1,\ldots,a_{d-1}\in\mathbb{F}_p\}$$
(clearly, the above set has cardinality $p^d$, because it takes $d$ elements of $\mathbb{F}_p$ to specify a given element of the above set, namely, each of the coefficients of the powers of $\alpha$. To see that it is a field, remember that $(a+b)^p=a^p+b^p$ in a field of characteristic $p$.)
Best Answer
One possible use of the hint is to show that $1 \in S$ using the following:
Assume $S$ has at least two elements. Pick one which isn't zero and call it $a$. Consider the mapping from $S\rightarrow S$ which sends $x$ to $ax$. Since we work in a field $F$, the function is a bijection since it has an inverse. (namely the function that sends $x$ to $a^{-1}x$.) Thus the equation $ax=a$ has a solution in $S$. This is also a solution in $F$, so $1=x \in S$.
I think that this is probably what the author had in mind, especially since the hint was changed to provide a different (probably cleaner) way to show that $1 \in S$. I guess they might have had this approach in mind since considering the same function is a good way to show that any finite integral domain is a field.