A Song of Ice and Fire benefits from a second reading (and a third, a fourth, a fifth...), so you can be sure to find lots of details that are literally warning signs.
And you are warned, for the night is dark and full of SPOILERS.
A Game of Thrones
- In Bran's first chapter, Ned Stark finds a stag that has been opened up in the belly, and not far away, they find a direwolf that has been pierced through the head with one of the stag's antlers, leaving its six direwolf pups alone. King Robert Baratheon, house sigil being a stag, is killed by a boar ripping open his belly, and his successor Joffrey has Ned beheaded, leaving all six Stark Children fatherless.
- There is some contention between certain characters over whether Jon Arryn meant to send his son Robert to foster with Stannis at Dragonstone, or with Tywin at Casterly Rock. As she reminisces about growing up in Riverrun, Catelyn also recalls play-kissing Littlefinger with Lysa; Cat didn't care for his attempts to use tongue, but Lysa did. This all foreshadows the eventual revelation in A Storm of Swords that Lysa conspired with Littlefinger to murder Jon due to her insane love for Littlefinger and to keep Robert from being sent away to Stannis.
- "The Greatjon says that won't matter if we catch him with his breeches down, but it seems to me a man who has fought as many battles as Tywin Lannister won't be as easily surprised". In A Storm of Swords, Tyrion kills Tywin while the latter is on the privy—i.e. Tywin is literally caught with his breeches down.
- In her first chapter Catelyn feels as though the eyes of the weirwood tree are watching her. In A Dance With Dragons Bran learns that greenseers can in fact watch people through a weirwood's eyes.
- Jon's jokes with Arya turn very prophetic. As an example, one of them is (paraphrased) "I'll spend the whole year washing and emptying chamberpots on the Wall if I keep Uncle Benjen waiting." . Uncle Benjen goes missing during a scouting mission, John is made Old Bear's housekeeper. One of his duties is indeed to wash and empty Old Bear's chamberpot.
A Clash of Kings
- Hallyne the Pyromancer, an alchemist, tells Tyrion that their increased efficiency at creating wildfire is because their spells are more effective than they have been—they have not, in fact, been so efficacious since the days of the last dragons, hinting at the relationship between dragons and magic in the world.
- Theon sees a rickety bridge on his return to Pyke that he can't believe he used to play on as a child. His father Balon falls off this bridge in the next book.
- Also Theon dreams the feast in Winterfell for King Robert turning into a gruesome butchery, with the hosts being dead people. Theon wakes up panicking as he sees Robb joining them.
- Daenerys sees a vision about her father Aerys, completely gone mad, who is ranting Let him (Robert) be king over charred bones and cooked meat. In A Storm of Swords, Jaime tells us he was planning to burn the city with wildfire, and that's why Jaime killed him. She also sees the Red Wedding, and possibly Quentyn Martell.
- The story of Bael the Bard foretells Bran & Rickon's survival by hiding in the Stark crypt.
- At breakfast with Grand Maester Pycelle, Tyrion breaks an egg that "reminded him unduly of Grand Maester's bald head". In "A Dance with Dragons" Pycelle is murdered by Varys with a blow to the head.
- When Catelyn Stark happens to look into her reflection in Renly Baratheon's green breastplate, she notices that "she looks like a woman drown". Her eventual fate is to be murdered, thrown into a river and then raised from the dead, still looking like a drowned corpse.
- When he's convalescing from his grievous wounds, Tyrion intimidates the maester he suspects of playing him false by grabbing his neck chain and twisting it until the man half-chokes. This is how he murders his lover Shae after she betrays him - by choking her (this time fully) with the jewelled chain she was wearing.
A Storm of Swords
- In her first chapter, Catelyn hears her father muttering about Tansy in his sleep and wonders if it's the name of a woman he impregnated while he was off at war. Shortly afterward, a raven arrives with the message that Robb has been injured. While Cat decides that Hoster was actually talking about something else, Robb does take a girl to bed while recuperating. The actual meaning of "Tansy", as it turns out, is the flower tansy, an ingredient in the abortion-inducing moon tea Hoster forced Lysa to drink when she was pregnant with Littlefinger's child, which is eventually revealed in the final chapter of the book.
- Jon hears "The Dornishman's Wife" in the wildling camp. The lyrics parallel Oberyn Martell's fate.
- Mance Rayder telling Jon how he infiltrated Winterfell. He said it didn't matter if he was discovered since he was already protected by Sacred Hospitality. The Freys break this in a big way.
- In Tyrion's second chapter, Tywin tells him that "Some battles are won with swords and spears, others with quills and ravens" as he writes some important letters. In Tyrion's third chapter, Tywin turns down Balon Greyjoy's offer to fight the Starks in exchange for their territory, as "a better option may well present itself". Both of these scenes foreshadow Tywin's alliance with the Freys and Boltons to wipe out the Starks with the Red Wedding.
- "The Rains of Castamere", a song about the Lannisters annihilating a vassal house that dared to defy them, is introduced and featured a lot in this book.
- Arya finally meets up with one of the stableboys from Winterfell after escaping from Harrenhal. When he doesn't immediately recognize her, she has a minor identity crisis, worried if her already long list of pseudonyms has somehow erased her identity as Arya Stark. Arya will later travel to Braavos and train as one of the Faceless Men, who discard their own identities and assume those of others.
- When Tyrion asks Bronn how he'd go about fighting Ser Gregor, Bronn answers that he'd try to wear Gregor down by constantly moving around him and/or try to knock him off his feet, but also that he'd be taking a serious risk, even then: one wrong move and Gregor would kill him. This is exactly how Oberyn tries to fight him, and exactly how Oberyn dies.
A Dance with Dragons
- When Davos is brought before the Merman's Court, one of Wyman Manderly's titles is "Defender of the Dispossessed". This is an early hint that Manderly secretly supports the Starks, who were dispossessed when the Boltons took Winterfell.
Fire & Blood
- When the Grand Maester at King's Landing dies, Queen Alicent tries having one of her family's men made his replacement, ignoring the fact that it's the maesters themselves who choose. Just a mere hint at what she and her family would unleash a few years later. Rhaenyra trying the same exact thing herself hints something as well.
- Alysanne notices that her dragon Silverwing refuses to cross the Wall, despite trying three times.
- The man recounting the fight between Grey Ghost and the unidentified dragon (at this point assumed to be the Cannibal) mentions one of them was gold. The Cannibal is not gold, but Sunfyre, who has been missing for a while, is. Sure enough, it turns out to be Sunfyre making his way to Dragonstone.
