University of St. Andrews: J.J. O'Connor and E.F. Robertson's "Prime Numbers"
Read this page, which includes a good overview of prime numbers and also a list of unsolved problems. Pay special attention to the unsolved problems 1 and 2.
Click http://web.archive.org/web/20160324220914/http://www-history.mcs.st-and.ac.uk/HistTopics/Prime_numbers.html link to open resource.