Exact meaning of "consists of" What does consists of mean exactly, say in an arithmetic progression of length $n$ consists of prime numbers? Are there only prime numbers or must there be at least one prime number in the progression?

'consists of' in mathematics means precisely what it means in ordinary language use. If thing $A$ consists of $B$ then it means that the things in $A$ are all $B$. So, if an arithmetic progression consists of prime numbers then all elements in the arithmetic progression are prime numbers. 
