1.  The disciples were not looking for the resurrection.  They didn’t understand until after Jesus was resurrected what it was that Jesus was trying to tell them (John 2:19ff; Mark 8:31; 9:9; 9:31).  They were in effect the first skeptics.  He gave them many convincing proofs that He was alive from the dead (Acts 1:1-3).

2.  Two of these first skeptics were the two disciples on the road to Emmaus.  Jesus appears physically and bodily to them, alive from the dead, though His identity was divinely hidden from them. 

3.  They were downcast because, while they believed Jesus was a prophet, they had hoped that He was the  Messiah who would deliver Israel from sin and from the domination of Rome.  His crucifixion and death seemed to belie that.

4.  Jesus showed them from the Old Testament that the Messiah had to suffer before He would enter His glory.  Some Old Testament passages would include (Psalms 2, 16, 22, 110; Isaiah 53).

5.  The evidences for the resurrection include:  the empty tomb, the presence of the guard, Jesus’ many appearances to more than 500 people, the change in Peter and others from being fearful and discouraged to being bold and triumphant, lack of any challenge on the Day of Pentecost (less than two months after the crucifixion and resurrection), the change to Sunday worship, the reliability of the gospel writers, mentions in secular historians. (see Robert J. Morgan, Beyond Reasonable Doubt).