Where is the first prophesy of a coming messiah?

Assalam o alaikum

Prophecies about promised Messiah have been fulfilled and he had arrived as a name of Hazrat Mirza Ghulam Ahmad a.s of Qadiyan.for more information you can visit

http://www.alislam.org/library/articles/The_Promised_Messiah_Prophecies_Fulfilled-20081007MN.html

May Allah guide you the right path.ameen