1. The Emergence of the Dajjaal - Linguistically, Dajjaal is derived from the word dajl, which means lying and impostering. Religiously, it refers to a man who is an imposter and who will appear during the Last Days, claiming lordship.
His emergence is established in the Sunnah as well as the Ijmaa' (consensus). The Prophet (sallAllaahu 'alayhi wa sallam) said: "Say: 'O Allaah, verily I seek refuge in you from the punishment of the Hellfire, and I seek refuge in you from the punishment of the grave, and I seek refuge in you from the trial of Maseeh Ad-Dajjaal. And I seek refuge in you from the trial of life and death." 
"The Prophet (sallAllaahu 'alayhi wa sallam) would seek refuge from him during prayer"  and the Muslims have agreed upon his emergence.
His story: He will emerge from a road in an area between Shaam and 'Iraaq and will begin to call the people to worship him. A majority of the people that will follow him will be from the Jews, women and bedouins. Seventy-thousand Jews from Asfahaan (in present-day Iran) will follow him and he will travel throughout the entire earth, just as the wind blows rain in all directions, except for Makkah and Madeenah, for he will be prevented from entering them.
The length of his stay will be forty days. One day will be like a year, one day like a month, one day like a week and the rest of the days will be as normal. He is one-eyed (i.e. one eye is good and the other is defective) and between his two eyes will be written KA FA RA (i.e. kaafir or disbeliever). Only the believers will be able to read it. He will bring about great trials, some of which are that he will command the heavens and it will rain and he will command the earth and it will produce vegetation. He will have with him a Garden and a Fire. However, his garden will be a fire, and his fire will be a garden.
The Prophet (sallAllaahu 'alayhi wa sallam) warned of him by saying: "Whosoever hears of him, then let him distance himself from him. And whosoever has him reach him, then let him recite the opening verses of Surah Kahf upon him" - or - "...let him recite the opening verses of Surah Kahf." 
2. The Descent of 'Eesaa Ibn Maryam - The descent of 'Eesaa Ibn Maryam is established in the Qur'aan, the Sunnah and the consensus of the Muslims. Allaah says:
"And there is none of the People of the Scripture, except that he must believe in him ('Eesaa) before his death." 
This refers to the death of 'Eesaa which will occur after his descent, as has been interpreted by Abu Hurairah. The Prophet (sallAllaahu 'alayhi wa sallam) said: "I swear by Allaah, 'Eesaa Ibn Maryam will indeed descend judging (mankind) with justice." This hadeeth is agreed upon. 
The Muslims have unanimously agreed upon his descent. He will descend by the white minaret in the east of Damascus, placing his hands upon the wings of two angels. Then it will not be possible for a disbeliever to perceive the scent of his breath, except that he will die. And his breath will extend as far his eyesight extends. He will search for the Dajjaal until he reaches him by the gate of Ludd, where he will kill him. He will break the cross and abolish the jizyah (taxation collected from subjected disbelievers). And the prostration (of worship) will be only one - for Allaah the Lord of the universe. He will also perform Hajj and 'Umrah. All of this is confirmed in Saheeh Muslim and some of it in both Saheehs. 
Imaam Ahmad and Abu Dawood reported that "'Eesaa will remain for forty years after killing the Dajjaal. Then he will die and the Muslims will pray the funeral prayer (Janaazah) over him."  Al-Bukhaaree mentioned in his At-Tareekh that he will be buried next to the Prophet (sallAllaahu 'alayhi wa sallam) and Allaah knows best. 
3. The Emergence of Ya'jooj and Ma'jooj - These are two non-Arab names or (perhaps) they are Arab names derived from Ma'j which means riotous disruption or from Ajeej which means the setting ablaze and kindling of a fire. They are two nations from the tribe of Aadam that are currently in existence, based upon the evidences from the Qur'aan and Sunnah.
Allaah says concerning the story of Dhul-Qarnain: "Until when he reached between two mountains, he found before both of them, a people who scarcely understood a word. They said: 'O Dhul-Qarnain! Verily, Ya'jooj and Ma'jooj are doing great mischief in the land. Shall we then pay you a tribute in order that you might erect a barrier between them and us?'" 
Also, the Prophet (sallAllaahu 'alayhi wa sallam) said: "On the Day of Judgement Allaah will say: 'O Aadam, rise and extract the people of the Fire from your offspring.' Aadam will say: 'Who are the people of the Hellfire?' Allaah will say 'Out of every thousand, (take out) nine hundred and ninety-nine (persons). At that time, children will become hoary-headed and every pregnant female will drop her load (i.e. miscarriage). And you will see the people as if they were drunk, yet they will not be drunk. But Allaah's punishment will be severe." News of that distressed the companions severely, so they said: "O Messenger of Allaah, who amongst us will be that (one) man (out of a thousand)?" He (sallAllaahu 'alayhi wa sallam) said: "Give the good tidings, for indeed from among you will be one and from Ya'jooj and Ma'jooj will be a thousand." 
Their emergence, which is one of the signs of the Hour, has not occurred before in the past. However, its first indications were present during the time of the Prophet (sallAllaahu 'alayhi wa sallam). It is confirmed in the two Saheeh collections that the Prophet (sallAllaahu 'alayhi wa sallam) said: "'Today a hole has been opened in the barrier of Ya'jooj and Ma'jooj, like this', and he (sallAllaahu 'alayhi wa sallam) made a circle with his index finger and thumb." 
Thus, their emergence is established in the Qur'aan and the Sunnah. Allaah says: "Until when Ya'jooj and Ma'jooj are let loose (from their barrier), and they swoop down from every mound. And the true promise (Day of Resurrection) shall draw near." 
The Prophet (sallAllaahu 'alayhi wa sallam) said: "Verily the Hour will never be established until you see ten signs before it." Then he (sallAllaahu 'alayhi wa sallam) mentioned: "The smoke, the Dajjaal, the Beast, the rising of the sun from the west, the descent of 'Eesaa Ibn Maryam, Ya'jooj and Ma'jooj, three tremors (in which the earth will open and swallow those upon it) - one in the east, one in the west and one in the Arabian peninsula. And the last of them will be a fire that will come out from Yemen, which will drive the people to the (final) place of assembly." 
Their story is found in the hadeeth of An-Nuwaas Ibn Sam'aan (radyAllaahu 'anhu). The Prophet (sallAllaahu 'alayhi wa sallam) said concerning 'Eesaa Ibn Maryam, after the Dajjaal is killed: "It will be that way, when Allaah will reveal to 'Eesaa: 'I have brought forth certain servants of Mine, against whom none will be able to fight. So lead my servants safely to the Mount (Toor).' And then Allaah will send Ya'jooj and Ma'jooj and they will come swarming down from every slope. The first portion of them will pass by the lake of Tiberias and drink from what is in it. Then the last portion of them will pass by it and say: 'There was once water here.' They will continue traveling until they will stop at the mountain of Al-Khamar, which is the mount of Al-Bait-ul-Maqdis. Then they will say: 'We have killed those on earth, come, let us now kill those in the heavens.' So they will begin to throw their arrows toward the sky and Allaah will return their arrows back to them, smeared with blood. Then the Prophet of Allaah ('Eesaa) and his companions will be laid siege (so severely), to the extent that the head of an ox would be better to one of them than one hundred deenars is to one of you today. So the Prophet of Allaah 'Eesaa and his companions will supplicate to Allaah, and Allaah will send down upon them, insects which will set upon their (i.e. Ya'jooj and Ma'jooj) necks (biting at it). In the morning, they will perish, like one single person. The Prophet of Allaah 'Eesaa and his companions will then descend (from the Mount) to the ground and they will not find a place the size of a hand span, except that it would be filled with their putrefaction and stench. So the Prophet of Allaah 'Eesaa and his companions will beseech Allaah and He will send birds, whose necks look like that of bactrian camels, which will throw them (corpses of Ya'jooj and Ma'jooj) wherever Allaah wills." 
4. The Emergence of the Beast - Linguistically, the word Ad-Daabbah refers to every creature that moves about the earth. What it means here, is the Beast that Allaah will bring forth, close to the establishment of the Hour. Its emergence is confirmed in the Qur'aan and the Sunnah. Allaah says:
"And when the word of torment is fulfilled against them, We shall bring out from the earth, a Beast for them, to speak to them because mankind believed not with certainty in Our Ayaat." [Surat-un-Naml (27): 82]
And the Prophet (sallAllaahu 'alayhi wa sallam) said: "Verily the Hour will never be established until you see ten signs before it." And he (sallAllaahu 'alayhi wa sallam) mentioned from among them: "The Beast." [Saheeh Muslim and its checking has been stated previously]
There is nothing mentioned in the Qur'aan or the authentic Sunnah that indicates the place from where this Beast will emerge or its description. These two have only been mentioned in ahaadeeth, of which there is speculation concerning their authenticity. What is apparent from the Qur'aan, however, is that it is a Beast that will warn mankind of the nearness of punishment and destruction, and Allaah knows best.
5. The Rising of the Sun from the West - The rising of the sun from the west is established in the Qur'aan and the authentic Sunnah. Allaah says:
"The Day that some of the signs of your Lord do come, no good will it do for a person to believe then, if he believed not before nor earned good (by doing good deeds), through his Faith." [Surat-ul-Ana'aam (6): 158]
The meaning of this (some of the signs) is the rising of the sun from the west, for the Prophet (sallAllaahu 'alayhi wa sallam) said: "The Hour will not be established until the sun rises from the west. And when it rises and the people see it, they will all believe, and that will be when: 'No good will it do for a person to believe then, if he believed not before nor earned good (by doing good deeds), through his Faith.' [Surat-ul-Ana'aam (6): 158]" 
 Saheeh Muslim: Book of Masjids and Places of Prayer (no. 590) from the hadeeth of Ibn 'Abbaas (radyAllaahu 'anhu). Checking of Hadeeth and Footnotes by Ashraf Ibn 'Abdul-Maqsood.
 Saheeh Al-Bukhaaree: Book of the Call to Prayer (no. 832) and Saheeh Muslim: Book of Masjids and Places of Prayer (no. 589) from the hadeeth of 'Aa'ishah (radyAllaahu 'anhaa)). Also in this section is the hadeeth of Abu Hurairah (radyAllaahu 'anhu) found in Saheeh Muslim (no. 588).
 Refer to the hadeeth of An-Nuwaas Ibn Sam'aan (radyAllaahu 'anhu) in Saheeh Muslim: Book of Tribulations (no. 2937).
 Surat-un-Nisaa (4): 159
 Saheeh Al-Bukhaaree: Book of Business Transactions (no. 2222) and in the Book of Prophets (no. 3448). It is also found in Saheeh Muslim: Book of Faith (no. 155).
 Refer to the hadeeth of An-Nuwaas Ibn Sam'aan (radyAllaahu 'anhu) in Saheeh Muslim (no. 2937). As for his saying: "He will break the cross and abolish the jizyah (taxation collected from subjected disbelievers). And the prostration (of worship) will be only one - for Allaah the Lord of the universe" then it is found in the hadeeth of Abu Hurairah (radyAllaahu 'anhu) in Saheeh Al-Bukhaaree (no. 3448) and Saheeh Muslim (no. 155). And there occurs in both Saheehs: "...until the single prostration becomes better than the world and what is in it." However, the wording that the Shaikh (Ibn Saalih Al-'Uthaimeen) mentioned has been attributed by Al-Haafidh Ibn Hajr in Al-Fath (6/492) to Ibn Mardaweeh. As for his saying: "He will perform Hajj and 'Umrah", then it is found in Saheeh Muslim: Book of Hajj (no. 1252) from the hadeeth of Abu Hurairah (radyAllaahu 'anhu), that the Prophet (sallAllaahu 'alayhi wa sallam) said: "By He whose Hand my soul is in, ('Eesaa) Ibn Maryam) will surely invoke Allaah's name (i.e. Tahleel) in the valley of Rauhaa, making Hajj or 'Umrah or a combination of the two."
 Hadeeth Saheeh: An authentic hadeeth reported by Ahmad (9259), Abu Dawood (4324), Ibn Hibbaan (8/277) and Al-Haakim (2/595) who authenticated it and Adh-Dhahabee agreed. It is also reported by Ibn Abee Shaibah (15/158) and Ibn Jareer (9/388) from the hadeeth of Abu Hurairah (radyAllaahu 'anhu). Ahmad Shaakir (ra) graded its chain saheeh in his notes to Al-Musnad.
 Reported by Al-Bukhaaree in At-Taareekh-ul-Kabeer (1/263), At-Tirmidhee (3617) and Al-Aajuree in Ash-Sharee'ah (pg. 381) from the path of: 'Uthmaan Ibn Ad-Dahhaak on Muhammad Ibn Yoosuf Ibn 'Abdillaah Ibn Salaam on his father on the authority of his granfather who said that: "It is written in the Torah, the description of Muhammad and the description of 'Eesaa Ibn Maryam. And he will be buried with him." Al-Bukhaaree said: "This is not authentic in my opinion and should not be followed." At-Tirmidhee said: "This is a hasan ghareeb hadeeth." Al-Haafidh Ibn Hajr said in Al-Fath (7/66): "And it is reported on her - meaning 'Aa'ishah (Radhiyallaahu 'anhaa) - in a hadeeth that is not established, that she asked permission of the Prophet (sallAllaahu 'alayhi wa sallam), that if she were to outlive him, that she be buried alongside him. So he (sallAllaahu 'alayhi wa sallam) said: 'And how can you do that when there is nothing in that place except for my grave and the graves of Abu Bakr, 'Umar and 'Eesaa Ibn Maryam.' And in the reports of Madeenah (Akhbaar-ul-Madeenah) from a weak source, it is reported that Sa'eed Ibn Al-Musayyib (Radhiyallaahu 'anhu) said: 'Verily, the three graves are in a section of 'Aa'ishah's house. And there is the place where the grave of 'Eesaa Ibn Maryam is located.'"
 Surat-ul-Kahf (18): 93-94
 Saheeh Al-Bukhaaree: Book of Riqaaq (no. 6530) and Saheeh Muslim: Book of Faith (no. 222) from the hadeeth of Abu Sa'eed Al-Khudree (Radhiyallaahu 'anhu). And the wording found in both of them is: "He will say: 'Take out the people of the Fire..." The wording found in Al-Bukhaaree (no. 6529) is: "Extract the People of the Hellfire from your offspring." This wording is very close to the wording mentioned by Shaikh Ibn Saalih Al-'Uthaimeen.
 Saheeh Al-Bukhaaree: Book of Afflictions (no. 7135) and Saheeh Muslim: Book of Tribulations (no. 2880) from the hadeeth of Zainab Bint Jahsh (Radhiyallaahu 'anhaa).
 Surat-ul-Anbiyaa (21): 96-97
 Saheeh Muslim: Book of Tribulations (no. 2901) from the hadeeth of Hudhaifah Ibn Usaid Al-Ghifaaree (radyAllaahu 'anhu).
 Saheeh Muslim: Book of Tribulations (no. 2937). Refer to An-Nawawee's comments on the ghareeb hadeeth in Riyaad-us-Saaliheen (no. 1817)
 Saheeh Al-Bukhaaree: Book of Commentary on Surat-ul-Ana'aam (no. 4636) and Saheeh Muslim: Book of Faith (no. 157) from the hadeeth of Abu Hurairah (Radhiyallaahu 'anhu)
Source: Sharh Lumu'at-ul-'Itiqaad [pg. 105-110]
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