As far as I know, astronomy is generally an observational science. We see something and then try to explain why it is happening. The one exception that I know of is black holes: first it was thought of, then it was found.

Einstein's relativity is middle ground to me, he thought of light beams at the speed of light but obviously could observe gravity's effects.

Anyway, I guess my question is, what are the biggest discoveries that were thought of before they were seen in the sky?