Prime[n] gives the n prime number.
Prime is 2.
On most computer systems, Prime[n] for n up to can be obtained quite quickly.
See The Mathematica Book: Section 3.2.4.
Implementation Notes: see section A.9.4.
See also: FactorInteger, PrimeQ, PrimePi, Primes.
Related package: NumberTheory`NumberTheoryFunctions`.