Prime numbers as I'm sure you know are numbers that can only be divided by 1 and themselves.
As such they're sometimes described as "mathematical atoms" the building blocks of other numbers.
They hold a real facination with mathematicians because the seem so simple yet they are strangely unpredictable.
It's not possible to predict where they are in the sequence of counting numbers, like busses you can get great empty patches then several come together.
Often they come in pairs 2 apart and some called Mersenne primes are important because they take the form (2 to the power P)-1 where P is a lower value prime.
an example is 7. 2 to the power 3(a prime) is 8 take away 1 is 7 a Mersenne prime
These are important because they're easier to find - the largest known prime is a mersenne and theres a program on the internet (google GIMP) where you can use your computers spare cycles to help find them - someone did just a couple of years ago.
They are also importantant in cryptography and if you feel really lucky one of the Millenium problems, the Riemann hypothesis is related to primes. Proving that would win you a $1 million prize.
All in all they're pretty interesing things