Soldarnal's points are spot on. Context is always important in interpreting Scripture, or any other writing for that matter!
Peter is surely contrasting true prophecies, on the one hand, and false prophecies on the other. In other words, Peter is contrasting the "cleverly devised tales" of the false prophets vis a vis two things: 1) the eyewitness testimony of himself, James and James' brother John (Mt 17:1); and more importantly, since eyewitness testimony can be faulty, 2) the prophetic word.
To Peter, who was present at the post-resurrection appearance of Jesus that came on the heels of Jesus' appearance to Cleopas and the other disciple on their way to Emmaus (Lk 24), he would undoubtedly have remembered the words of our Lord Jesus who said,
"These are my words which I spoke to you while I was still with you, that all things which are written about Me in the Law of Moses and the Prophets and the Psalms must be fulfilled."
What was fulfilled? Prophecies concerning Jesus! This, I believe, is what Peter was referring to when he said,
"But know this first of all [the second of all being his eyewitness testimony], that no prophecy of Scripture is a matter of one's own interpretation, for no prophecy was ever made by an act of human will, but men moved by the Holy Spirit spoke from God."
Peter was referring to what the disciples on the way to Emmaus described as
". . . the things concerning Himself in all the Scriptures."
While the holy Scriptures comprise more than just the prophecies of Jesus, as important and crucial as they are, those prophecies are the primary focus of Peter in chapter one of his second epistle.
Just as an aside, a good question to ask is, "Did the disciples on the road to Emmaus neglect to mention the 'Psalms' as being part of Jesus' Bible lesson (Roman numeral III in His lecture, so to speak!), or did the phrase 'in all the Scriptures' kind of 'cover' the Psalms (or 'Writings')? Or did 'beginning with Moses and with all the Prophets' mean just that--in other words, Jesus continued His lesson with the 'Writings'"? Another good question to ponder is "To what appearance of our Lord to Peter were Cleopas and the other disciple referring in Luke 24:34?"
In conclusion, then, I suggest the prophecies that in Jesus' words "must be fulfilled" were the prophecies that Peter had in the back of his mind as he wrote his second epistle.