In Chapter 1: The Shadow And The Robot, Shadow 2 tells Annie that the Annan Waters are dangerous, but isn't able to tell her why. It's because of Jeanne, as revealed from Chapter 8: Broken Glass And Other Things onwards.
In chapter 12, Robot tells how he had a new arm grown for him. Tom comments at the bottom of the strip that "It all begins with a seed." which takes on a deeper meaning now that we know he was describing the entirety of Gunnerkrigg Court, as Chapter 44: Crash Course shows.
At the end of Chapter 14: The Fangs of Summertime, Annie said "And so did I wait for word from my father, unaware that I would not hear from him for over two years." This only sounds like a simple reveal until it turns out, in Chapter 37: Microsat 5, that she quite literally meant it, that her father only calls her, that she would only "hear" his voice over the phone.
The end of the first book shows a rocket being launched, and Tea and his partner watching it through a telescope. Cue Chapter 37: Microsat 5 and it's actual rocket launch, 700 pages, 2 in story years, and several real life years later.
There is quite a bit leading up to The Reveal of Chapter 31: Fire Spike:
Chapter 3: Reynardine introduces us to Renard himself. At one point, he recognizes Annie as Surma's daughter, and is sad when he concludes that Surma is dead.
In Chapter 18: S1, at some other point, in a flashback, the one who is sad is Anja, after reading Annie's transfer letter.
In Chapter 20: Coyote Stories, Coyote tells Annie of the origins of both the Court and Gillitie Forest. At some point, he says "There were some humans and creatures living on both sides. Many of the current inhabitants are descended from those humans". It turns out that Annie is a descendant from a fire elemental.
From Chapter 21: Blinking, page 28: "The day Surma died, none of us came for her." and "I had to do it myself."
Also regarding Jones' nature, revealed in Chapter 40: The Stone, there's quite a few hints scattered around:
Chapter 14: The Fangs of Summertime : while discussing Ysengrin's new body, Jones mentions that she's never seen anything quite like it. The Headmaster notes that it's a disturbing sentiment coming from her of all people.
Chapter 16: The Medium Beginning has her deflecting a sword with her face and Eglamore saying that she would flatten him at close range.
Chapters 27 and 28: Spring Heeled has her coming from the water body after jumping from the ship and using her bare hands to make a hole in the concrete.
Chapter 31: Fire Spike has Coyote calling her Wandering Eye.
Chapter 39: The Great Secret has Coyote explaining that mythical beings such as himself are created from the minds of humanity, Annie objects that it doesn't explain Jones.
In the bonus page of Chapter 11: Dobranoc, Gamma, Zimmy wants to chase spiders. Cue Chapters 27 and 28: Spring Heeled, where it's revealed why they need to be chased down.
Chapter 39: The Great Secret has Eglamore advising Annie that the Court isn't liking the way she's behaving. Cue Chapter 41: Changes, and it turns out that Antimony hasn't been chosen as the new medium of the Court.