The ancient teachers believed that in the age of the Messiah, a priest will stand up "with the Urim and Thummim."
They hope this will happen when Elijah comes back with the breastplate of the High Priest.
The Urim and Thummim was lost in the destruction of Solomon's Temple by the Babylonians. It was a device connected to the Breastplate of the High Priest and supernaturally revealed the will of God for Israel.