What can and cannot be predicted by a model when only limited information is available? We answer this question by constructing a ladder of information limits that organizes prediction tasks according to their information requirements: from memoryless and memory-augmented trajectory forecasts to event prediction, stationary statistics, and generative laws. The analysis, which is independent of the model structure or architecture, identifies the minimum attainable error along with the information limitations that give rise to it. The approach distinguishes information hidden in unresolved variables from information recovered through time-delayed observations and connects these contributions to Mori--Zwanzig memory. The ladder also reveals why Lyapunov growth alone cannot characterize reduced-order prediction error, why stationary statistics may remain predictable even when individual trajectories become unpredictable, and why stochasticity can represent (but cannot recover) missing information. Numerical studies of the Kuramoto--Sivashinsky equation and the Lorenz system illustrate these results across the ladder. This unified perspective provides a principled language for understanding the fundamental limitations of ROMs for a given prediction task and for clarifying whether improved predictions require richer observations, greater precision in the input, or additional memory.

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