This is a tough question for me because despite hearing explanation after explanation, including watching this lecture, I just cannot 100% grasp what prophecy is, and I worry that my answer is going to be silly because I'm misinterpreting. So with that in mind, I do believe that I have received prophetic words from the Lord. Only once through another person, but several times through my own self.
When I received a word from someone else, it was a gentleman at church whom I'd never met until that night. He approached me while I was praying and explained to me that he felt the Lord telling him to pray for my husband. He told me that the Lord would soften his heart towards an encounter with Jesus. I have more to say on this, but in a nutshell, it was a very impactful moment for me and my husband is no longer an atheist.
When I receive words from the Lord myself, it's a bit different… more like a whisper through the phone line type of thing. I'll receive a Bible verse that I'm unfamiliar with that ends up speaking to a particular situation I'm in, for example.