Before the first book was even released, fans got an "I knew it" moment. Victoria Holmes, one of the authors of the series, confirmed on her Facebook that the protagonist Gray Wing is Graywing The Wise from Battles of the Clans.
The released preview of the series has confirmed the fan theory that the Ancients who didn't like the mountains went on to form the Clans.
As the prologue of The Sun Trail was being released piece-by-piece, fans theorized that the point of view character was Half Moon from Power of Three and Omen of the Stars. The third piece of the prologue confirmed their guess.
A few months before The Sun Trail came out, there was a rather prominent fan theory about Sky being evil. The ending of The Sun Trail made that theory mostly right.
Based on pre-release blurbs and vague hints from the Erins, a few fans managed to figure out that Thunder was Clear Sky's son. They got a massive case of this when it was revealed in The Sun Trail.
On her Facebook, Vicky confirmed the popular fan theory that Tall Shadow was Shadow, the founder of ShadowClan. She also confirmed Cloud Spots being Cloudspots and Dappled Pelt being Dapplepelt.
When the prologue was being released, some fans guessed that the big ginger kit who appeared was Thunder. It turns out that Thunder isn't one of the Ancients. He is however, a kit, and he has Tribe blood.
One prominent theory for the identity of the covercat was Owlstar from Secrets of the Clans. Thankfully, it turned out that it was actually Gray Wing.
One of the most popular fan theories about The First Battle was that Clear Sky was going to kill Gray Wing, prompting a Heel Realization. Instead, Clear Sky actually refuses to kill Gray Wing, and then has a Heel Realization with the help of Storm.
Tuckerization: Jay Frost, a very minor character from The First Battle, is named after Jayfrost, a dedicated fan on Kate Cary's blog.
The series was originally conceived as a single Super Edition which would follow Bluestar's Prophecy. After that Super Edition was scrapped, the Clan origin story was expanded to the one we know today.
Thunder (or whoever the covercat of Thunder Rising is) was originally on the cover of The Sun Trail for some reason. The final cover has Gray Wing instead.