No term is smaller than 3 (since 2 is the only smaller prime, and (2^(2^n) + 1)/2 is not an integer).
(3^(2^0) + 1)/2 = (3^1 + 1)/2 = (3 + 1)/2 = 4/2 = 2 is prime, so a(0)=3.
(3^(2^1) + 1)/2 = (3^2 + 1)/2 = 5 is prime, so a(1)=3.
(3^(2^2) + 1)/2 = (3^4 + 1)/2 = 41 is prime, so a(2)=3.
(3^(2^3) + 1)/2 = (3^8 + 1)/2 = 3281 = 17*193 is not prime, nor is (p^8 + 1)/2 for any other prime < 13, but (13^8 + 1)/2 = 407865361 is prime, so a(3)=13.