Maybe Rumsfeld means that no one predicted that Abu Musab Al-Zarqawi would turn televised beheadings into a terrorist industry standard. Maybe he means that no one predicted that four mercenaries would be strung up on a bridge in Fallujah. Maybe he means that no one knew that a young cleric named Muqtada Al-Sadr would lead a Shi'ite uprising again the U.S. occupation. In short, if Rumsfeld means that no one predicted the tactical particulars of the insurgency, then he's probably being honest.
However, if this is the nature of Rumsfeld's claim, then it's also an almost entirely meaningless statement, since the first rule of military planning is that no plan survives contact with the enemy entirely intact.
If you look at the whole transcript of the interview with Bill O'Reilly where he made these claims, it's clear that Rumsfeld is making a much more general claim, namely that no one predicted there would be an insurgency. Rhetorically, it puts into place an assumption that everyone agreed with Dick Cheney's now-infamous "we'll be greeted as liberators" line and Ken Adelman's downright embarrassing "cakewalk" line.
The main problem with Rumsfeld's claim, to put it politely, is that it is total bullshit. Many, many people said in advance that we might well face very serious long-term military challenges. For example, here's an article from the first week of the war cataloging the doubters. Indeed, the Adelman piece itself was intended as a refutation of these all-too-prescient cassandras.
In fact, what Rumsfeld is engaged in here is a classic example of what Hitler famously referred to as "the big lie," namely a lie so grand in scale that the very audacity of its bullshit awes and stupefies the masses. As in, "he couldn't possibly tell a lie that big, could he?" Here's how Hitler put it:
the magnitude of a lie always contains a certain factor of credibility, since the great masses of the people in the very bottom of their hearts tend to be corrupted rather than consciously and purposely evil, and that, therefore, in view of the primitive simplicity of their minds they more easily fall a victim to a big lie than to a little one, since they themselves lie in little things, but would be ashamed of lies that were too big. Such a falsehood will never enter their heads and they will not be able to believe in the possibility of such monstrous effrontery and infamous misrepresentation in others; yes, even when enlightened on the subject, they will long doubt and waver, and continue to accept at least one of these causes as true. Therefore, something of even the most insolent lie will always remain and stick - a fact which all the great lie-virtuosi and lying-clubs in this world know only too well and also make the most treacherous use of.Hitler's analysis makes it clear why, on the one hand, lying about getting a blowjob reduces the stature of the liar to that of an everyday schmuck, thus shaming the great office of the Presidency and making the great masses hate the liar, whereas Rumsfeld's and Bush's massive, world-historical lies serve, ironically, to "restore dignity" to the office.