Going along with the tone of hiddenness in Mark's Gospel is a pervasive sense that the disciples didn't really "get it." They don't really seem to get the nature of Jesus' mission or how it is supposed to end. One of the earliest examples of this theme is the Parable of the Soils in Mark 4.
A farmer throws seed out on a number of different soils--a path, rocky ground, soil with weeds, and good soil. Birds get the seed on the path. The plant on rocky ground gets scorched because it doesn't have root. Weeds choke the third batch of seeds. But the fertile soil yields an abundance of fruit.
The meaning of the parable, Jesus tells the disciples, is that not everyone has "ears to hear." Not everyone who hears the good news of the kingdom will respond positively. Some have no interest at all. Some can't stand the opposition that inevitably comes. The struggles of life choke the faith of others. But some have a faith that endures and yields abundant fruit.
In Mark, this is the parable that explains all of Jesus' parables. While we tend to think of parables as making Jesus' message easier to understand, Mark presents them as riddles. Only those who have faith will understand and accept them. "The secret of the kingdom of God has been given to you. But to those on the outside everything is said in parables" (4:11).
What is then truly ironic is that the disciples don't understand the parable. The disciples don't understand a parable whose meaning is that only those with faith will understand Jesus' parables. This is how Mark consistently portrays the disciples, even the key disciples Peter, James, and John. They get that Jesus is the Messiah, but they don't get what that means. Since the other Gospels don't have such an emphasis, we have to ask why Mark does.
One suggestion is that the individual or community that produced Mark did not have a completely favorable view of those Jerusalem apostles. On one level, this could make sense. After all, the theology of Mark is closer to Paul than it is to what we know of Peter from Paul's writings.
Take Mark's sense that all foods are now clean (Mark 7:19), a parenthetical comment often thought to point to a primarily Gentile audience for Mark. Peter did not seem to take that position in AD49 in Antioch, when Paul argued strongly against him (Gal. 2:11-21). In that incident, Peter seemed to defend the Jerusalem position that Jewish believers shouldn't eat with unclean Gentile believers.
In the end, however, I don't think this is the best explanation. And it isn't because Mark is traditionally associated with Peter, as we mentioned above. If traditions come into conflict with a careful reading of the biblical texts, then traditions must yield. The Gospel of Mark itself doesn't tell us who its author or what its key sources were. Inductively speaking, it is anonymous. Some connection with Peter remains possible but we can't let this possibility interfere with listening to Mark itself.
A simpler explanation is that the disciples really didn't anticipate that Jesus was going to die. It is incredibly plausible because no one at that time expected a Messiah to die. It's just not what Messiah's were for and normally dying would have proved you weren't the Messiah.
Messiah is means "anointed one" in Hebrew and Aramaic. The Greek word for it is Christ. It is a royal title. To say that Jesus was the Messiah was to say that he was the king who would restore the political kingdom of Israel.
Against this backdrop, it was Jesus' death more than anything else that did not compute with the disciples. We often use Peter's denial of Jesus as an example of cowardice, of not having the inner strength to stand up and be persecuted for Christ. My hunch is that Peter was no coward. I bet he was more than ready to fight with Jesus in the Garden to the death. What he wasn't ready for was for Jesus to go quietly with the soldiers and for him to "lose."
To me this is an incredibly significant point. The disciples did not expect Jesus' death. Then afterward I don't think they expected his resurrection either. They didn't get it.
If Mark does in part reflect some of Peter's preaching, might we not in Mark hear a touch of his own regret? "I can't believe I didn't get it." Again, we shouldn't let later tradition steer our interpretation much, but it is at least possible...