From amongst the signs of Hour are emergence of Mehdi , Dajjal and Eesa AS. These signs are indicated in the saheeh reports. Its proven from sunnah, that Mehdi shall meet Isa AS and Dajjal shall be killed by Eesa AS.
Its narrated that Jaabir ibn �Abd-Allaah (may Allaah be pleased with him) said: �I heard the Prophet (peace and blessings of Allaah be upon him) say, �A group of my ummah will continue to fight for the truth and prevail until the Day of Resurrection. Then �Eesa ibn Maryam will come down and their leader will say, �Come and lead us in prayer.� But he will say, �No, you are leaders of one another� � as an honour to this ummah.�� - Sahih Muslim
The leader mentioned in this hadeeth is the Mahdi. According to a report narrated by Abu Na�eem and al-Haarith ibn Usaamah, �Their leader the Mahdi will say�� Ibn al-Qayyim said, �Its isnaad is jayyid (good).�
It is proven (in the hadeeth) then when the leader of the Muslims, the Mahdi will come to lead them in praying Fajr, �Eesa ibn Maryam will come down to them, and the imam will step back so that �Eesa can come forward and lead the prayer, but �Eesa will put his hand on his back and say, �Go forward and lead the prayer, for the iqaamah was given for you.� So their imam will lead them in prayer, and when he has finished, then �Eesa will head towards the Dajjaal, with whom will be seventy thousand Jews. When the Dajjaal looks at him, he will melt like salt in water, and the Messiah �Eesa (peace be upon him) will catch up with him at the gate of Lod (which is a town near Jerusalem) and kill him. Then Allaah will cause the defeat the Jews, and there will be nothing that Allaah has created that a Jew hides behind, but Allaah will cause that thing to speak. Rocks, trees, walls and animals will all say, �O Muslim, O slave of Allaah, here is a Jew, come and kill him!� � except for the box-thorn tree (al-gharqad), for it is one of their trees and will not speak.�
Its a part of belief of muslims that Mahdi will emerge. There are many signs as how Mehdi will be, though we have no such hadith in Bukhari and Muslim but its Isnaad is Sahih. He shall be amongst the descendants of Our prophet saws. Right now as a muslim we are not to wait for Mahdi and correct the world, rather strive hard to support islam and do the best for our religion. We cannot say exactly which country shall he belong to . Since he;s amongst shall be amingst descendants of our Prophet, so we guess he's going to be an Arab