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What is the easiest way to construct the following determinant?]

p is variable, I want to vary value of p each time and get the appropriate determinant.

One way to do it would be

mat[p_] := SparseArray[
 i_, i_ :> B[i - 1],
 i_, j_ /; i == j + 1 :> A[j - 1],
 i_, j_ /; i == j - 1 :> CC[j - 1]
 ,
 p + 1
 ]
Det@mat[p]

For example

With[p = 2,
 SparseArray[
 i_, i_ :> B[i - 1],
 i_, j_ /; i == j + 1 :> A[j - 1],
 i_, j_ /; i == j - 1 :> CC[j - 1]
 ,
 p + 1
 ]
 ]
Det@%

$left(
beginarrayccc
B(0) & textCC(1) & 0 \
A(0) & B(1) & textCC(2) \
0 & A(1) & B(2) \
endarray
right)$

B[0] B[1] B[2] - A[0] B[2] CC[1] - A[1] B[0] CC[2]

But the computation time quickly increases with p since the elements are symbolic. For example, with p = 17,

With[p = 17,
 SparseArray[
 i_, i_ :> B[i - 1],
 i_, j_ /; i == j + 1 :> A[j - 1],
 i_, j_ /; i == j - 1 :> CC[j - 1]
 ,
 p + 1
 ]
] // Det // RepeatedTiming // First

2.7

But, if the elements are numeric quantities,

SeedRandom[1234]
With[p = 17,
 SparseArray[
 i_, i_ :> RandomReal[],
 i_, j_ /; i == j + 1 :> RandomReal[],
 i_, j_ /; i == j - 1 :> RandomReal[]
 ,
 p + 1
 ]
] // Det // RepeatedTiming // First

0.0020

the calculation is no problem.

Since you indicate you're interested only in the determinant, a recursive procedure is faster:

ClearAll[det];
det[0] = 1;
det[1] = b[0];
mem : det[p_] := mem = b[p - 1] det[p - 1] - a[p - 2] c[p - 1] det[p - 2];

d1 = det[15]; // AbsoluteTiming
d2 = Det@sa[15]; // AbsoluteTiming (* sa[p] = SparseArray solution (I used @kglr's) *) 
d1 - d2 // Simplify
(*
 0.000188, Null
 0.391194, Null
 0
*)

The results are memoized, so that if you need to compute the determinant for another value of p, the new result is built on top of any previous computations. As long as storing the results is not a problem (in terms of RAM), it should make things faster.

An alternative, and faster, way to construct the SparseArray using Band:

sa[n_] := SparseArray[
 Band[1, 1] -> Array[b, n, 0], 
 Band[2, 1] -> Array[a, n - 1, 0], 
 Band[1, 2] -> Array[c, n - 1], 
 n, n]

sa[10] // MatrixForm // TeXForm

$left(
beginarraycccccccccc
b(0) & c(1) & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 \
a(0) & b(1) & c(2) & 0 & 0 & 0 & 0 & 0 & 0 & 0 \
0 & a(1) & b(2) & c(3) & 0 & 0 & 0 & 0 & 0 & 0 \
0 & 0 & a(2) & b(3) & c(4) & 0 & 0 & 0 & 0 & 0 \
0 & 0 & 0 & a(3) & b(4) & c(5) & 0 & 0 & 0 & 0 \
0 & 0 & 0 & 0 & a(4) & b(5) & c(6) & 0 & 0 & 0 \
0 & 0 & 0 & 0 & 0 & a(5) & b(6) & c(7) & 0 & 0 \
0 & 0 & 0 & 0 & 0 & 0 & a(6) & b(7) & c(8) & 0 \
0 & 0 & 0 & 0 & 0 & 0 & 0 & a(7) & b(8) & c(9) \
0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & a(8) & b(9) \
endarray
right)$