In the Bhavishya Purana we find :
anandashru-kala-roma-
harsha-purnam tapo-dhana
serve mam eva drakshyanti
kalau sannyasa-rupinam
"O sage whose wealth is austerity, in the kali-yuga everyone will see My form filled with tears of bliss and bodily hairs standing erect in ecstacy . . . .

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In the Skanda Purana :
antan krishna bahir gaurah
sangopangastra-parshadah
sachi-garbhe samapnuyam
maya-manusha-karma-krita
"Outwardly of golden complexion, but inwardly Krishna, I will take My birth in the womb of Shachi-devi, accompanied by associates, servents, weapons and confidential companions, I will assume the role of a human being . . . . .
Santanu Bhattacharyya
Sri Caitanya's incarnation was a hidden incarnation, thus He burried references to His appearence deep within the ocean of vedic texts.His desire was that His disguise would not be betrayed, so He made sure these references would remain hidden until after His incarnation was complete.These texts are always present, but by the inconcievable yoga-maya of the Lord, He covered His true identity even from the Vedic Scholars and panditas. Only the pure devotees understood His actual identity . . . . . . .
In the Ananta Samhita we find this very relevant statement regarding Lord Sri Caitanya's incarnation :
aprakashyam idam guhyam
na prakashyam bahir mukhe
bhaktavataram bhaktakhyam
bhaktam bhakti-pradam svayam .
Santanu Bhattacharyya
mam-maya mohitah kecin
na jnasyanti bahir-mukhah
jnasyanti mad-bhakti-yuktah
sadhavo nyasino 'malah
"Those who are bewildered by My illusory potency will not understand the great secret of My appearence in this world in My personal form, in My form as a incarnation of a Devotee, im My form bearing the name of a Devotee, in My form as a Devotee, and in My form as a giver of devotional service.This secret is not to be revealed to them.Only the saintly, pure, renounced Devotees diligently engaged in My devotional service, will be able to understand Me in these forms"