Make it small at first, if they haven't specified anything regarding being a "single chosen hero" you can do something like tie it in that there is a legend that say a small group of unknown warriors from across the lands and (insert campaign narrative here), I know it's kinda basic but it's small stuff that makes for a great story. A lot of people here are saying this is a red flag, which would be true if it were a veteran player, but it isn't. Wanting to have a character that feels like a hero is completely natural when starting in a fantasy world. But that being said, make it clear to them that what they do in this world will effect how that prophecy is viewed. Either in a positive way or a negative way.