Specifically, as in what page, do they cover p-values in the CFAI text? I looked in the index and the pages it pointed to have nothing about p-value… its probably me overlooking something again.

This is a L1 concept.

lowest probabilityfor which you could reject the null. if P-value = .06 you could reject the null at 10% level of significance but not at 5 %.

just remember: if P < alpha(level of significance), then the coefficient you test is significant.