It is undeniable how prime numbers are one of the most beautiful and fascinating topics in mathematics. But what are prime numbers? Are they only numbers that are divisible by 1 and themselves, or do they have another interesting hidden face?Throughout history, the mystery of prime numbers has challenged the greatest minds in mathematics starting from Euclid of Alexandria to Fermat, Euler, Gauss, and Erdős,… who attempted to solve the puzzling problem of primes. The achievements they realized and the secrets they revealed can only assert how deep the concept of prime numbers is. Starting from how prime numbers exist in nature, and how they are of great use in modern cryptography on which our daily life completely depends, the author travels in the holy kingdom of primes diving into some conjectures involving those special numbers. From the Riemann Hypothesis and the well-known zeta function, he explains how a note in the margin turned to be Fermat’s Last Theorem, one of the most important problems in the history of mathematics. From Mersenne Primes, he gets to the twin primes, those shining little stars in the blue sky of primes. And from Euclid’s proof of the infinite number of primes he gets to a hidden pattern in the distribution of primes discovered by Stanisław Ulam and called the Ulam Spiral. After this little trip, you will know, dear reader, why prime numbers deserve to be called "the holy grail of mathematics".