I was racking my memory trying to remember the anime series my college roommate Neeti and I used to watch. After searching for words like "prophecy" and "twin sister," I finally figured out that it was Legend of Basara.
As I vaguely recall, there is an empire and an oppressed village of peasants. The villagers hold onto the hope of a prophecy that a child will be born to lead them out of poverty. Twins are born and one of them is the child of the prophecy. Unfortunately, the twin brother dies in an attack and the twin sister impersonates her brother to become the leader. The girl goes on adventures and keeps running into a mysterious man, who turns out to be a king. They are mortal enemies, but they have no idea.
People have called Basara a Shakespearean story. Unfortunately, only 13 anime episodes were made. Apparently the series was canceled due to poor ratings. The 13 episodes correspond roughly to volumes 1-5 of the 27 volume manga series.