It's not so much the prime numbers themselves that are important, but the algorithms that work with primes. In particular, finding the factors of a number (any number).
As you know, any number has at least two factors. Prime numbers have the unique property in that they have exactly two factors: 1 and themselves.
The reason factoring is so important is mathematicians and computer scientists don't know how to factor a number without simply trying every possible combination. That is, first try dividing by 2, then by 3, then by 4, and so forth. If you try to factor a prime number--especially a very large one--you'll have to try (essentially) every possible number between 2 and that large prime number. Even on the fastest computers, it will take years (even centuries) to factor the kinds of prime numbers used in cryptography.
It is the fact that we don't know how to efficiently factor a large number that gives cryptographic algorithms their strength. If, one day, someone figures out how to do it, all the cryptographic algorithms we currently use will become obsolete. This remains an open area of research.