Diffie-Hellman key exchange - why is modulo operation necessary? Could someone explain why it's necessary to have the modulo operation in the Diffie-Hellman key exchange?

Let's imagine we do DH without the modulo operation ($A = g^a, B = g^b$). Would that not work, because the logarithm ($a = \log_gA$) is easy to calculate? And why does the modulo operation have to be done with a prime?

I know it's a basic question, sorry. I understand the protocol, but not the maths around what is easy to calculate and what isn't. I guess we need $A = g^a \bmod p$ instead of just plain $A = g^a$, because $\log_gA \bmod p$ is very hard to calculate... would it be easy to calculate it without the $\bmod p$?

Many thanks in advance.
Would that not work, because the logarithm ($a=\log_gA$) is easy to
  calculate?


Yes, among other things.


We know how to efficiently calculate the logarithm over real numbers (thus this would bear no security).
We can't sample uniformly at random from an infinite range (all natural numbers), that means you can't randomly draw a natural number because every single one will have $0$ probability of being drawn. This makes key-generation hard (yes one could technically limit the length here).
We can't store, let alone transmit, such large numbers. For example assume $g=3$ and now pick a standard-size DH exponent $a$ which has 2048-bit length. $g^a$ will now have $1.5\cdot 2^{2048}$ bit length. We can't store that. We can't even count to $2^{192}$ realistically (with counting being easier than storing).



  And why does the modulo operation have to be done with a prime?


There are a few reasons (why to prefer primes):


It gives us nice mathematical properties. $\mathbb F_p$ is a field, that is every element has a multiplicative inverse, whereas $\mathbb Z_n$ is a ring where not every element has a multiplicative inverse.
It prevents backdoors. If you pick a composite value, the person who knows the factors will have a significantly easier time to compute the logarithm. Picking a prime ensures there's no doubt about anybody knowing any factors if you re-use parameters.