The heterogeneous nature of rheumatoid arthritis (RA) complicates early recognition and treatment. In recent years, a growing body of evidence has demonstrated that intervention during the window of opportunity can improve the response to treatment and slow— or even stop—irreversible structural changes. Advances in therapy, such as biologic agents, and changing approaches to the disease, such as the treat to target and tight control strategies, have led to better outcomes resulting from personalized treatment to patients with different prognostic markers. The various biomarkers identified either facilitate early diagnosis or make it possible to adjust management to disease activity or poor outcomes. However, no single biomarker can bridge the gap between disease onset and prescription of the first DMARD, and traditional biomarkers do not identify all patients requiring early aggressive treatment. Furthermore, the outcomes of early arthritis cohorts are largely biased by the treatment prescribed to patients; therefore, new challenges arise in the search for prognostic biomarkers. Herein, we discuss the value of traditional and new biomarkers and suggest the need for intensive treatment as a new surrogate marker of poor prognosis that can guide therapeutic decisions in the early stages of RA.