Many theists use prophecies to validate their claims and beliefs arguing that since their holy book predicted that a certain event would happen (and supposedly did), the holy book is reliable, true, and shows a spark of divinity. Prophecy, for those who don't know, is a specific (or non-specific) prediction of a future event. Claims of prophecy do not establish truth claims of theism by any means for various reasons. Not all of the following major problems will apply to every prophetic claim, but some may be applicable for any given claim.
(sorry for the mass ALL CAPS in this post, there is some sort of formatting error)
Prophecies may be self-fulfilling
Writers of holy books (or any book) may claim, for example, that a great monument will be built when a great ruler falls. A tribe may read this and may eventually overthrow a ruler, build a statue, and make the prophecy come true. In a case like this, the supposed prophecy "came true" because the people made it come true...not because some supernatural force acted to make something happen. People should not accept events like this as fulfillment of prophecy.
The writers of the newer books have the older books
In the case of the New Testament, various writers of the books knew of the previous books that made predictions. NT writers could have easily written the NT material to make the prophecies come true. Isaiah 7:14, for example, states "Therefore the Lord himself shall give you a sign; Behold, a virgin shall conceive, and bear a son, and shall call his name Immanuel." The writers of the Gospels who included the virgin birth [only two did] could have easily read or knew of the old books and added the virgin birth part when detailing the birth of Jesus.
Prophecies are sometimes not even prophecies
Jeremiah 31:15, for example, says, "Thus saith the LORD; A voice was heard in Ramah, lamentation, and bitter weeping; Rahel weeping for her children refused to be comforted for her children, because they were not."
Is this even a prophecy? The authors of the Skeptic's Annotated Bible say, "Matthew (2:17-18) quotes this verse, claiming that it was a prophecy of King Herod's alleged slaughter of the children in and around Bethlehem after the birth of Jesus. But this passage refers to the Babylonian captivity, as is clear by reading the next two verses (16 and 17), and, thus, has nothing to do with Herod's massacre." It seems that in cases like this verse, some theists are just grasping at straws looking for ways to validate their beliefs and find prophecies.
The "prophecy" did not predict an extraordinary event
If a supposed prophecy predicted that the sun will rise and fall every day and rain will fall in the month of March, this wouldn't be anything worthy of mentioning. Zech. 9:9, for example says, "9:9 Rejoice greatly, O daughter of Zion; shout, O daughter of Jerusalem: behold, thy King cometh unto thee: he is just, and having salvation; lowly, and riding upon an ass, and upon a colt the foal of an ass." In this case, riding a donkey and a colt is nothing extraordinary and can be easily arranged to happen (to be a self-fulfilling prophecy). Theists may say that this is a prophecy, but really isn't even about Jesus as SAB says, "The gospels (especially Mt.21:4-5 and Jn.12:14-15) claim that Jesus fulfils the prophecy of Zech.9:9. But the next few verses (9:10-13) show that the person referred to in this verse is a military king that would rule "from sea to sea". Since Jesus had neither an army or a kingdom, he could not have fulfilled this prophecy.
Here are some prophecy claims from 100prophecies.org from theists that contain many problems that I listed above:
Jesus proclaims that he is the Messiah
Bible prophecy: John 4:19-26
Prophecy written: During the first century
Prophecy fulfilled: Since the time of Jesus
How is this a prophecy? John wrote that Jesus would proclaim that he is the Messiah, but the Gospel of John was written after the supposed time of Jesus.
No one will know the hour or the day of Jesus' return
Bible prophecy: Matthew 24:36-37
Prophecy written: During the first century
Prophecy fulfilled: Many times throughout history
How is this a prophecy? If a holy book said that no one will know the hour or the day of the return of Socrates, would this also be a prophecy? It's obvious that believers in Jesus won't know when he returns (if he even exists and will return)...this is no prophecy. No one also knows when we will discover intelligent life on other planets (if we ever will), when we will solve the game of Chess (if we ever will and if it's even possible), etc. We can write these phrases in books, but this doesn't qualify as prophecy.
Before the end comes, the Gospel will be preached to the entire world
Bible prophecy: Matthew 24:14
Prophecy written: During the first century
Prophecy fulfilled: Fulfilled in history, currently being fulfilled
Imagine if a holy book said, "The works of Shakespeare will be read by the entire world." This can easily come true if people read the prophecy and then make it come true.
Jesus spoke of a day of unequaled destruction and suffering
Bible prophecy: Matthew 24:21-22
Prophecy written: During the first century
This prophecy is very vague. Of course, over time, there will be "unequaled destruction and suffering." This is like writing, "People will die of famine and starvation. Women will die while giving birth." Events like this are guaranteed to happen and aren't even specific. If a prophecy said that "6000 women will die of childbirth in the year 2017," we might have something to work with if 6000 women die.
All who believe in Jesus will be saved
Bible prophecy: John 3:16
Prophecy written: During the first century
Prophecy fulfilled: Currently being fulfilled
Even if Jesus and the afterlife do exist, how can we possibly demonstrate this or provide evidence for this?