Since primality is a property of whole numbers, and since 1 and 0 are not primes, then 0 cannot be one of the numbers. Also, the product must be positive and greater than 1. In addition, you cannot have an even number in the sequence, since then 2 would be a factor, and the product would not be prime.
If the three integers (call them r, s, and t) are non-trivial, then their product, rst, will generally be non-trivial. Clearly none of them can be zero or even. The only factors which can safely be ignored are 1 and -1, as they "collapse" into the product.
Can you think of a way to work with these two values, and possibly one or two others, to create an arithmetical sequence (a string of three equidistant values) whose product rst > 1 is prime?