Python, 161 138 bytes

Credits for factorial.

g=lambda x:0**x or x*g(x-1)
f=lambda a,i,n=0,l=[]:(i<0)+(i>=len(a))and n or(0 if i in l else f(a,[a[i],i-a[i]][i and-g(i-1)%i],n+1,l+[i]))

Ideone it!

How it works

Wilson's theorem is used for prime checking.

Loop detection by storing seen indices to an array (l) and checking whether current index is in l.

Matlab, 138 bytes

This a straighforward approach, using 1-based indices because Matlab uses 1-based indices by default. To count the number of steps we use a for loop counting from 1 to infinity(!). For the case were we cannot escape the array, we use a vector v to keep track of which entries we already visited. If we visit an entry twice, we know we are stuck in an unescapeable cycle. To see check whether we are outside of an array, we use the try/catch structure, which also catches out of bounds exceptions.

function r=f(a,i);v=a*0;v(i)=1;for k=1:Inf;if isprime(i);i=i-a(i);else;i=a(i);end;try;if v(i);r=0;break;end;v(i)=1;catch;r=k;break;end;end

05AB1E, 32 bytes

ï[U¯Xåi0,q}²gL<Xå_#X²XèXDˆpi-]¯g

Explanation

ï                                 # explicitly convert input to int
 [                            ]   # infinite loop
  U                               # store current index in X
   ¯Xåi0,q}                       # if we've already been at this index, print 0 and exit
           ²gL<Xå_#               # if we've escaped, break out of infinite loop
                   X²XèXDˆpi-     # else calculate new index
                               ¯g # print nr of indices traversed

Try it online

CJam, 51 bytes

Expects index array on the stack.

:G\{__0<\G,>|L,{G=_L#)0{_L+:L;_mp{3-}&F}?}?}:F~\;\;

Try it online!

My first CJam answer, hence why it's so terrible and imperative...

:G\{__0<\G,>|L,{G=_L#)0{_L+:L;_mp{3-}&F}?}?}:F~\;\;
:G                                                    Store the array as G
  \                                                   Put the index first
   {                                       }:F~       The recursive F function
    __0<\G,>|                             ?           If the index is <0 or greater than the array's length
             L,                                       We escaped! Return the size of "L" (number of steps
               {                         }            Otherwise...
                G=                                    Get the value at the index
                  _L#)                  ?             If the value is in L (`-1)` gives `0` which is falsy)
                      0                               Return 0 (infinite loop)
                       {               }              Otherwise...
                        _L+:L;                        Store the value we're accessing in L (infinite loop check)
                              _mp{3-}&                Remove 3 if the number is prime
                                      F               Then recursively call F
                                                \;\;  Discard array/index (only leaves number of steps, or 0 if looped)

C, 121 bytes

Function f accepts array, starting index (0-based) and number of elements in the array, since there is no way how to test the end of an array in C (at least I don't know any).

p(n,i,z){return--i?p(n,i,z*i*i%n):z%n;}c;f(a,i,n)int*a;{return i<0||i/n?c:c++>n?0:i&&p(i,i,1)?f(a,i-a[i],n):f(a,a[i],n);}

Try it on ideone!

Note: function p(n) tests if n is prime or not. Credit for this goes to @Lynn and his answer for Is this number a prime?

Python, 107 bytes

import sympy
f=lambda a,i,n=0:0if n>len(a)else f(a,[a[i],i-a[i]][sympy.isprime(i)],n+1)if 0<=i<len(a)else n

Usage: f(list, start) ex: f([2,5,6,8,1,2,3], 3)

Returns 0 for loops (detected when n > len(a))

JavaScript, 121 132 bytes

p=n=>t=i=>n%i&&n>i?t(i+1):(0<n&&n<=i?1:0),c=-1,a=>r=s=>(++c,0<=s&&s<a.length?(p(s)(2)?r(s-a[s]):0||([a[s],s]=[0,a[s]])[1]?r(s):0):c)

f=(p=n=>t=i=>n%i&&n>i?t(i+1):(0<n&&n<=i?1:0),c=-1,a=>r=s=>(++c,0<=s&&s<a.length?(p(s)(2)?r(s-a[s]):0||([a[s],s]=[0,a[s]])[1]?r(s):0):c));

let test_data = [[[1,4,5,6,8,10,14,15,2,2,4,5,7],4],
                 [[2,5,6,8,1,2,3],3],
                 [[2,0,2],2],
                 [[14,1,2,5,1,3,51,5,12,3,4,41,15,4,12,243,51,2,14,51,12,11],5]];
for (test of test_data) {
    c = -1;
    console.log(f(test[0])(test[1]));
}

edit 1: oops, missed the bit about returning number of steps. fix coming soonish.

edit 2: fixed

Pyth, 31 Bytes

KlQ%tl-.u?}NUK?P_N-N@QN@QNKQEKK

The test cases

It uses zero to indicate a false value, the number of hops otherwise.

JavaScript (ES6), 100

Index base 0. Note: this function modifies the input array

(a,p)=>eval("for(s=0;1/(q=a[p]);++s,p=p>1&&p%i||p==2?p-q:q)for(a[p]=NaN,i=1;p%++i&&i*i<p;);q==q&&s")

Less golfed

(a,p)=>
{
  for(s = 0; 
      1/ (q = a[p]); 
      ++s)
  {
    a[p] = NaN; // mark visited position with NaN to detect loops
    for(i = 1; p % ++i && i*i < p;); // prime check
    p = p > 1 && p % i || p == 2 ? p-q : q;
  }
  return q==q && s // return false if landed on NaN as NaN != NaN
}

Test

F=
(a,p)=>eval("for(s=0;1/(q=a[p]);++s,p=p>1&&p%i||p==2?p-q:q)for(a[p]=NaN,i=1;p%++i&&i*i<p;);q==q&&s")

;[
 [[2,5,6,8,1,2,3], 3, 1]
,[[2, 0, 2], 2, false]
,[[14,1,2,5,1,3,51,5,12,3,4,41,15,4,12,243,51,2,14,51,12,11], 5, 6]
].forEach(t=>{
  var [a,b,k]=t, i=a+' '+b,r=F(a,b)
  console.log(r==k?'OK':'KO',i+' -> '+r)
  
})  

JAVA, 229 Bytes

Object e(int[]a,int b){Stack<Integer>i=new Stack<>();int s=0;for(;!(a.length<b|b<0);s++){if(i.contains(b))return 1==2;i.add(b);b=p(b)>0?b-a[b]:a[b];}return s;}int p(int i){for(int j=2;j<i/2;j++)if(i%j<1)return 0;return i<2?0:1;}