= Solution
A <root of unity over a finite field> is an element $a\in\overline{\mathbb F}_q$ satisfying $a^n=1$, with $n\geq1$; the <algebraic closure> is essential because all roots need not lie in the base <field>. Write $p=\operatorname{char}\mathbb F_q$ and $n=p^a m$, where $p\nmid m$. In characteristic $p$,
$$
T^n-1=(T^m-1)^{p^a}.
$$
The latter <polynomial> has $m$ distinct roots, since the derivative $mT^{m-1}$ is nonzero at every root. Those roots are closed under multiplication and inversion and contain $1$, so $E(n,q)$ is a finite multiplicative subgroup of a <field>. The proof in the preceding solution makes it a <cyclic group>. In particular
$$
\boxed{|E(n,q)|=m,\qquad |E(n,q)|=n\text{ if }\gcd(n,q)=1.}
$$
This also explains why the coprimality qualification is needed.
The <multiplicative group of a finite field> $\mathbb F_{q^s}^{\times}$ is cyclic of order $q^s-1$. It contains the entire group of $m$th roots precisely when $m\mid q^s-1$. For necessity, a generator of $E(n,q)$ has order $m$ and <Lagrange's theorem> applies. For sufficiency, a <cyclic group> whose order is divisible by $m$ contains $m$ roots of $T^m-1$; since there are exactly $m$ roots in the <algebraic closure>, these are all of them. Hence the least positive extension degree is
$$
\boxed{s=\operatorname{ord}_m(q)\quad(m>1),\qquad s=1\quad(m=1).}
$$
Here $\operatorname{ord}_m(q)$ is the <multiplicative order> of the residue class of $q$ modulo $m$. If $n$ is coprime to $q$, replace $m$ by $n$. Existence of this order follows because $q$ is a unit modulo $m$.
A primitive $n$th <root of unity over a finite field> has <multiplicative order> exactly $n$. If $p\mid n$, no such element exists, since all roots have order dividing $m<n$. If $\gcd(n,q)=1$, choose a generator $\zeta$ of $E(n,q)$. The element $\zeta^j$ has order $n/\gcd(n,j)$, so it is primitive precisely when $\gcd(n,j)=1$. Therefore \b[there are $\varphi(n)$ primitive roots], with $\varphi$ the <Euler totient function>.
If $\omega$ is primitive of order $n$, then $\omega\in\mathbb F_{q^\ell}$ exactly when $\omega^{q^\ell}=\omega$, equivalently $n\mid q^\ell-1$. The implication from that equality to membership follows because the roots of $T^{q^\ell}-T$ form $\mathbb F_{q^\ell}$, as proved in the preceding solution. Consequently
$$
\boxed{\min\{\ell\geq1:\omega\in\mathbb F_{q^\ell}\}=\operatorname{ord}_n(q)}
$$
for $n>1$, and the degree is one for $n=1$. This is also the length of the <finite-field Frobenius automorphism> orbit of $\omega$.
Using the same $(1,u)$ <basis> of $\mathbb F_9$ as before, the fourth roots of unity are
$$
\boxed{E(4,9)=\{1,-1,u,-u\}=\{(1,0),(2,0),(0,1),(0,2)\}.}
$$
There are four, they are already in $\mathbb F_9$, and the primitive fourth roots are the two vectors $(0,1)$ and $(0,2)$.
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