What things? — Literally, What kind of things?
Concerning Jesus of Nazareth, which was a prophet. — The words indicate the precise stage of faith which the two disciples had reached. They believed in Jesus as a prophet; they hoped that He would redeem Israel. They had not risen to the belief that He was the Christ, the Son of God. And now even that faith was tottering. The whole narrative suggests that our Lord was choosing this exceptional method of dealing with them as a step in the spiritual education which was to lead them on to the higher truth.