Prophetic statements in the Bible are sometimes recognized as such. For example, in Matthew 2:1-6 the chief priests and scribes in Jerusalem knew that the Christ would be born in Bethlehem, as foretold in Micah 5:2.
However, some prophesies are not realized until after they are fulfilled. Jesus foretold His death and resurrection on more than one occasion. See Matthew 16:21; 17:22, 23; 20:17, 18; Mark 10:32-34. A key passage here is Luke 18:31-34, where we learn that His disciples "understood none of these things." In contrast, the chief priests and Pharisees remembered that Jesus had said, "After three days I will rise again." They didn't believe that He would rise again, but wanted the tomb guarded so that Jesus' disciples could not steal His body. Later, when the risen Christ appeared to His disciples, He said, "Thus it is written, and thus it was necessary for the Christ to suffer and to rise from the dead the third day." Luke 24:46. After prophecy has been fulfilled there is the familiar statement, "This is that which was spoken by the prophet."
Also, it is not given to us to know some things. Consider Acts 1:6, 7. The disciples asked Jesus, "Lord, will you at this time restore the kingdom to Israel?" He replied, "It is not for you to know times or seasons which the Father has put in His own authority." The Greek word for times is chronos, from which we get the English word chronology. In other words, it is not for us to know the chronology or sequence of events.
Adrian Rogers of Love Worth Finding has suggested that students of Bible prophecy pray the following prayer. "Lord, from the cowardice that dares not face the truth, from the laziness that is contented with half truth, from the arrogance that thinks it has all truth, O God, deliver me." We don't know it all, but we know enough to look for His coming, live for His glory, and love His appearing.