Inevitably, the three disciples had lots of questions for Jesus as they came back down the mountain. It must have been difficult for them to put them into words, such was their enormity! However, first of all Jesus told Peter, James and John that they mustn't tell anyone about this event. Jesus knew that, if people believed them- and remember that in Jewish Law, the witness of three men was seen as good evidence-then they would be unstoppable in their belief that the earthly Messiah of their dreams had come. Moses and Elijah had appeared to ratify His claims, so what could stop this man claiming victory over the Romans? Once Jesus had died and been raised, He knew that the disciples would then understand what true Messiahship meant: servanthood and suffering was the pathway to glory.
It is interesting that Jesus, in asking their question about Elijah and the fulfilment of Malachi's prophecy- Malachi 4 v 5, 6-stated that it was John the Baptist who was the 'Elijah' who was to come to be the messenger of the Messiah. John the Baptist denied being the Elijah, but it can be understood that Jesus declared him to be the type of Elijah who was prophesied rather than a resurrected Elijah, which Jews believed would come. Also at the Transfiguration event, the prophet Elijah literally appears among them, only for Jesus to later say that John was "Elijah that should come". So clearly a distinction is drawn between the type of Elijah and the person of Elijah. John denies being the person of Elijah who will herald the "great and terrible day of the LORD" as prophesied in Malachi. It may also be the case that John the Baptist was unaware that he was the new 'Elijah' or that he too recognised the political issues in declaring himself as such.
The disciples of Jesus looked for the emergence of Elijah, the coming of the Messiah and the eruption of God into time bringing complete and utter victory for His people. Jesus continually encouraged His followers rather to think that in fact the herald had already been killed and that the pathway of the Messiah was to be the cross. The difficulty for the disciples- as always for us too- was that they preferred to see things the other way: they were hooked on the glorious notion of an all-conquering King rather than the death of a martyr.