"Obviously" it is thrue that $p_{n+1}<2p_n$. Testing for $n<10$ shows it is true for small $n$ and no mathematician or wannabe has ever doubt that it is true for big $n$. But there is no real simple arithmetic proof, so far, not using the prime number theorem or other results that isn't simple to prove.
So I wonder, are there any (non trivial) prime gap theorems at all with simple proofs? Or prime recursion inequalities of the form $p_{n+1}<f(p_1,p_2,\dots,p_n)$?
Can you prove: $p_{n+1}<p_n^2$ without using PNT, Bertrand's postulate,..?
Can you find a refinement of $\displaystyle p_{n+1}\le\prod^n_{i=1}p_i+1$, about just as simple to prove?
For the question about $p_{k+1} < p_k^2$, this should be fairly easy to deduce from the estimate $\sum_{\text{$p$ prime, }p \leq n} \frac{\ln p}{p} = \ln n + O(1)$, so long as you're careful to make the $O(1)$ bound explicit. The proof of the estimate is elementary and short. (See the exercises to Chapter 2 of Vinogradov's Elements of Number Theory.)
Namely, if the $O(1)$ term is between $A$ and $B$, then as long as $n > e^{B-A}$, there must be a prime between $n$ and $n^2$. Then you can check small values of $n$ manually.
I haven't worked out the details of what $A$ and $B$ are, but I don't think they're large.
Edit: Here is a quick proof of Mertens' estimate, which is what we used above. On Wikipedia it is stated that $O(1)$ is bounded by $2$ in absolute value, so this would establish the theorem for all $n > e^4$.
This proof can be immediately generalized to prove that if $n$ is large enough, then there is necessarily a prime number between $n$ and $n^{1 + \varepsilon}$.