1 These things have I spoken unto you, that ye should not be offended.

[These things have I spoken] Particularly what is mentioned in the last two chapters.

2 They shall put you out of the synagogues: yea, the time cometh, that whosoever killeth you will think that he doeth God service.

[They shall put you out] Followers of Christ would be excommunicated and considered utterly unworthy of any relationship with God by religion, or with man by civil fellowship. In these excommunications all of their substance and even the necessities of life were taken from them. See Ezra 10:6-8 and Hebrews 10:34.

[That whosoever killeth you] Paul experienced this from both sides of the question.
Against the Christians; Acts 7:54-60, Acts 8:1-3, Acts 9:1-2, Acts 22:1-4, Acts 26:9-11,
and as a Christian; Acts 21:27-31, Acts 23:12-13.

3 And these things will they do unto you, because they have not known the Father, nor me.

[They have not known the Father, nor me.] The persecutors would be sincere but ignorant of the true nature of God and the mission of Christ.. Ignorance is the grand fountain from where religious intolerance and persecution proceed.

4 But these things have I told you, that when the time shall come, ye may remember that I told you of them. And these things I said not unto you at the beginning, because I was with you.

[At the beginning] I did not trouble you by speaking pointedly of these things at first, but deferred them to the present time, lest you be discouraged. Now I declare them to you so that you may be put upon your guard.

5 But now I go my way to him that sent me; and none of you asketh me, Whither goest thou?
6 But because I have said these things unto you, sorrow hath filled your heart.

In John 13:36 Peter had asked, "Lord, whither goest thou?" and Thomas much the same in John 14:5. Both received an answer so it was not necessary to ask again. However, the thought of Jesus leaving them alone to face the difficulties just enumerated filled their hearts with sorrow.

7 Nevertheless I tell you the truth; It is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send him unto you.

[It is expedient that I go away] Jesus had shown them the absolute necessity of his death for the salvation of men, John 3:14-17, and now he informs them that, by the order of God, The Holy Spirit, the third person of the Godhead, cannot come to do his work until Jesus has finished his work and returned to the Father.

8 And when he is come, he will reprove the world of sin, and of righteousness, and of judgment:

[He will reprove] The Greek word here used is often translated "demonstrate." He will demonstrate these matters so clearly as to leave no doubt in the minds of those who are simple of heart, and so fully as to confound those who would argue otherwise.

[The world] His influence shall not be restricted to one people, or place or time.

9 Of sin, because they believe not on me;

[Of sin] The sin which costs one an eternity in Heaven, "They believe not on me."