Since the intersection contains the product, P contains the product, and since P is prime it contains one of the ideals. yet all of the ideals contain P, so P is one of the ideals.
The intersection of prime ideals need not be prime, as shown by 2Z∩3Z = 6Z in the integers.
By zorn's lemma, every prime ideal contains a minimal prime ideal. Keep taking smaller prime ideals, or take the intersection of descending chains of prime ideals, until you reach a minimal prime ideal.
In a domain, the minimal prime ideal is always zero. If xxy = 0 then either x or y is 0, and 0 becomes a prime ideal.