They are integers that follow one right after another. For example the set {1,2,3,4,5} represents consecutive numbers. Another example would be {9,10,11,12,13}
In general, if x is some integer, then x+1 is the next integer right after x, and x+2 is right after x+1 and so on. The list is {x, x+1, x+2, x+3, ...} representing any general set of consecutive numbers.