Due to their great impact on human life, Xevents require prediction. We discuss scenarios and recent results on predictions and the predictability of Xevents, focusing on nonlinear stochastic processes since they are assumed to provide the basis for extremes. These predictions are usually of a probabilistic nature, so the benefit of this type of uncertain prediction is an additional issue. As a specific example, we report on the prediction of turbulent wind gusts in surface wind.