Trying $n=1$ is a good instinct - it would often work. The only trouble is that sometimes $2p_2-p_1$ is prime. But then you can try $n=2$ and only fail if $3p_2-2p_1$ is prime - and continue like so. Basically, if you examine the reason why it fails, you'll see that you can just increment $n$ until you have the desired property.
Observe that
$$p_2+n(p_2-p_1)=p_1+(n+1)(p_2-p_1).$$
In particular, if we define $s_n=p_1+n(p_2-p_1)$, then we are trying to show that there is some $n$ such that $s_n$ is prime and $s_{n+1}$ is not. Both $s_0$ and $s_1$ are prime. Clearly, some $s_n$ is not prime, since the sequence contains zeros mod any number coprime to $p_2-p_1$. Thus, consider the first $m$ such that $s_m$ that is not prime. Then, let $n=m-1$ and you're done.