Consumers are just as bad at predicting the future as everyone else. Market research is great for making iterative improvements or learning what people are frustrated with, but it's data, not knowledge, and definitely not prognostication.
Creating entirely new markets takes vision.
The iPod wasn't revolutionary in any respect, it was a perfectly executed version of what other people were already doing, that had a huge, incredibly well done, marketing push behind it, with even the smallest detail given attention.
Also the white ear buds were genius. Everyone who used them was advertising the product.
But even by 2007, a small percentage of the music people had on iPods were bought through iTunes (less than 10%?) according to Jobs “Thoughts on Music” essay.