You can use an overload .Wherethat uses an index - of course, it also uses the fact that numbers are an array with an indexing operator:
int[] numbers = new[] { 1, 2, 3, 5, 8, 9 };
int[] followNumbers = numbers.Where((x, idx) =>
(idx >=1 && numbers[idx-1] == x-1
|| (idx < numbers.Length-1
&& numbers[idx+1] == x+1) ))
.ToArray();
, "" a > 1 - , , , .
{1,2,3,8,9} .