The first instance of Trelawney's warning coming to fruition can be traced to a gathering in Harry Potter and the Prisoner of ...

McGonagall remains skeptical of Professor Trelawney's seer abilities and Divination as a subject, and she makes no secret of this throughout Harry Potter. However, when push comes to shove ...

Dumbledore also knew about the prophecy that Professor Trelawney foretold long before Harry ever came to Hogwarts. He knew that in order to kill Voldemort, Harry likely had to die as well.