Yes, on several occasions Jesus taught His disciples what would happen to Him as His ministry drew to its close. He told them, "The Son of Man is going to be betrayed into the hands of men. They will kill him, and after three days he will rise" (Mark 9:31).
Why, then, did they flee and act so frightened when He was arrested? One reason is because they didn't understand what He was saying—but didn't want to embarrass themselves by admitting it. The very next verse makes this clear: "But they did not understand what he meant and were afraid to ask him" (Mark 9:32). The idea that someone might die and then come back to life again was so fantastic that they just couldn't grasp it.
Another reason, I suspect, is because they were overwhelmed with disappointment by Jesus' arrest. They had hoped He would overcome the power of the Roman government and establish a new kingdom, and now their hopes of this vanished. They were also filled with fear for their own future.
It's easy to condemn those disciples—but how often does this happen to us? How often do we doubt God's Word and act as if it isn't true? For example, if you are a Christian, you know that Christ has promised to return someday to establish His everlasting kingdom—but how often do you become overwhelmed with fears about the future? During this Easter season, ask God to help you trust His promises more and more each day.