Jelly, 15 15 14 bytes
I'm not convinced this is as terse as possible.
1‘×$⁸СÆfḟṂṭɗ@1‘×$СÆfḟṂṭɗ@/
A monadic Linkfull program that accepts a positive integer, \$n\$, on stdin and yieldsprints a Jelly representation of the list of the first \$n\$ Sylvester primes.
How?
1‘×$⁸СÆfḟṂṭɗ@1‘×$СÆfḟṂṭɗ@/ - Main Link: positive integer,no Narguments
1 - literal one (first value of Current, below)
С - collect, repeating...
⁸ - ...times: chain'spositive leftinteger, argumentN, =from Nstdin (implicit)
$ - ...action: last two links as a monad - f(Current):
‘ - increment {Current} -> Current + 1
× - multiply {that] by {Current} -> Current × (Current + 1)
Æf - prime factors (vectorises)
/ - reduce by:
@ - with swapped arguments:
ɗ - last three links as a dyad - f(right, left):
ḟ - {right} filter discard {left}
Ṃ - minimum of {that}
ṭ - tack to {left}