That was the first flashback for Game of Thrones, but certainly not the first appearance of prophecy of some form or another in the show’s history.
Season 5 was notable for featuring a flashback (a first for the show) where a young Cersei Lannister goes with a friend to have her fortune told by the awesomely-named Maggy the Frog (who was perhaps a billion times more attractive on the show than in the books.
It’s almost expected that someone is driving the action, either by trying to fulfill their destiny or by desperately trying to avoid their fate. Prophecies are often an element in fantasy stories.
Young Cersei: If you don’t stop singing “we’re off to see the wizard” – I predict that something terribly unfortunate will happen to you.