\mathnormal bold in LaTeX

To have the exact same type of bold and cursive x, then you can use $\boldsymbol{x}$. However, if all you want is a bold (but upright x), you can use \mathbf{ }.

By the way, if you are having to write a bunch of these, then I usually define a shorthand command:

\newcommand{\+}[1]{\ensuremath{\boldsymbol{#1}}}

which you can then write your example as:

$\+x_1, \+x_2, \ldots, \+x_n$

\documentclass{article}

\usepackage{amsmath}

\begin{document}

\[
\boldsymbol{x}_{1}, \boldsymbol{x}_{2}, \dots ,\boldsymbol{x}_{3}
\]

\end{document}