BALTIC-WAY 2016 Problem 5

Let $p>3$ be a prime such that $p \equiv 3(\bmod 4)$. Given a positive integer $a_{0}$, define the sequence $a_{0}, a_{1}, \ldots$ of integers by $a_{n}=a_{n-1}^{2^{n}}$ for all $n=1,2, \ldots$ Prove that it is possible to choose $a_{0}$ such that the subsequence $a_{N}, a_{N+1}, a_{N+2}, \ldots$ is not constant modulo $p$ for any positive integer $N$.