Mark 9:2-13
2 After six days Jesus took Peter, James, and John and led them up a high mountain apart by themselves. And he was transfigured before them,
3 and his clothes became dazzling white, such as no fuller on earth could bleach them.
4 Then Elijah appeared to them along with Moses, and they were conversing with Jesus.
5 Then Peter said to Jesus in reply, "Rabbi, it is good that we are here! Let us make three tents: one for you, one for Moses, and one for Elijah."
6 He hardly knew what to say, they were so terrified.
7 Then a cloud came, casting a shadow over them; 4 then from the cloud came a voice, "This is my beloved Son. Listen to him."
8 Suddenly, looking around, they no longer saw anyone but Jesus alone with them.
9 As they were coming down from the mountain, he charged them not to relate what they had seen to anyone, except when the Son of Man had risen from the dead.
10 So they kept the matter to themselves, questioning what rising from the dead meant.
11 Then they asked him, "Why do the scribes say that Elijah must come first?"
12 He told them, "Elijah will indeed come first and restore all things, yet how is it written regarding the Son of Man that he must suffer greatly and be treated with contempt?
13 But I tell you that Elijah has come and they did to him whatever they pleased, as it is written of him."
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In Mark 8:31-33, after Peter confessed that Jesus was the Messiah, Chirist plainly told the disciples that he would be put to death. When Peter heard that, he rebuked Christ, who replied with "Get behind me, Satan." Shortly after this, they climb the mountain, and the transfiguration occurs.
Moses and Elijah were of course enormous figures to Jews. Moses brought forth the Law from God, and Elijah was recognized as first among prophets. One way of looking at this scene is to consider the validation of Christ's ultimate mission from two of the true giants of Judaism. As Barclay says, "they saw in Him all that history had longed for and hoped for and looked forward to. It is as if at that moment Jesus was assured that he was on the right way because all of history was leading to the cross."
Also consider the impact on Peter, James, and John. Their understanding of the Messiah was shattered by Christ telling them what his fate would be. They needed to see this, and they needed to hear the ultimate validation from the Father Himself: "This is my beloved Son. Listen to him."