Suppose that we take some prime $p$ and form a sequence:
$$a_1=p,$$
$$a_2=2p+1,$$
$$a_3=2(2p+1)+1=4p+3,$$
$$\ldots$$
$$a_n=2^{n-1}p+2^{n-1}-1.$$
There is no prime $p$ for which this sequence consists only of primes, right?
What is the longest "run" of primes that you can find?
As @lulu points out, when $p \ge 3$, $\gcd(2,p) = 1$, so by Fermat's Little Theorem, $$a_p=2^{p-1}p+2^{p-1}-1$$ is a multiple of the prime number $p$.
To address the case $p = 2$, raised by @ArnaudMortier, by inspection, $$a_6=2^{6-1}(2)+2^{6-1}-1 = 64 + 32 - 1 = 95 = 5 \times 19,$$ so $(a_n)_n$ must contain composite numbers.