Here we briefly review the concept of "prediction" within the context of classical relativity theory. We prove a theorem asserting that one may predict one's own future only in a closed universe. We then question whether prediction is possible at all (even in closed universes). We note that interest in prediction has stemmed from considering the epistemological predicament of the observer. We argue that the definitions of prediction found thus far in the literature do not fully appreciate this predicament. We propose a more adequate alternative and show that, under this definition, prediction is essentially impossible in general relativity.