Mark 10:32

And they were in the way going up to Jerusalem; and Jesus went before them: and they were amazed; and as they followed, they were afraid. And he took again the twelve, and began to tell them what things should happen unto him,

The setting is the road going up to Jerusalem as Passover approached. Jesus went ahead of the disciples as they traveled toward Jerusalem. He moved with eager steps, at peace in complete agreement with the Father's will and moving toward His sacrifice. The disciples who followed were amazed and afraid, gripped by mystery, doubt, and fear.

He then took the Twelve aside to tell them what would happen to Him. What He told them would fulfill the prophets' words about the Son of Man. Jewish religious leaders will condemn Him to death and hand Him over to the Gentiles, who will mock, mistreat, scourge, spit on, and kill Him, and on the third day He will rise again. This was the first statement that Jews and Gentiles would join in putting Christ to death. The disciples did not understand what He told them, because it conflicted with their hope that He would reign as a temporal prince in Jerusalem. They expected God's kingdom to be established soon and could not grasp how His suffering and death fit with that expectation.