Creating prophecies that may or may not involve your character can be a lot of fun to write. If you need any help writing it, don't be afraid to ask your DM/GM for help. In preparing to write your first character prophecy, start with how this prophecy makes your character feel. Did your character feel hopeful for the future because of this prophecy? Or did it make them run for cover because of how horrific the outcome might be? This emotional reaction will help to lead you in the direction of what kind of prophecy to write. Remember, prophecies don't have to be very long at all.
Next decide on if the prophecy is about your character, or if your character will just take part in it. If it is about your character, make sure to include what will happen if your character fulfills or does not fulfill the prophecy. Will fulfilling it bring about a new era of peace and harmony within the land? Or will it bring about eternal darkness? Prophecies can go both directions and it is up to your character to decide which way they want to go depending on what the outcome is prophesied to be. If the prophecy is about another character or NPC, what will your character do to help ensure its success or failure?
If the story or prophecy is just something they heard in passing and has nothing to do with your character or adventuring party (yet), make sure to tell your DM/GM anyways and particularly how it made your character feel. They always have a strange way of unexpectedly incorporating the smallest details of your character background and the stories and prophecies your character may have heard into your game's storyline which will help to draw your character and you even further into the game's mythology.