Warning: Here there be spoilers. Proceed with caution.
Many guests or factions which show up to the Library are mentioned far in advance. The Library itself was already mentioned in Lobotomy Corporation, during the Dusk of White Ordeal.
Day 30 in Lobotomy Corporation is a cutscene where Carmen tells A about her philosophy and that she wants to become "a person with a beautiful voice, like the wisest person in the world." In this game, Carmen became the beautiful voice that Distorts.
On day 47 of Lobotomy Corporation, Abel (one of A's many split personalities) warned the player character that they might not achieve anything meaningful upon getting through the Kether Meltdown trials. His warnings come true, for the half-baked Seed of Light only instigated more chaos in the city instead of solving any of the problems it was supposed to. Furthermore, it's implied that the Seed of Light will ultimately be integrated into the City and does not break its cycle of destruction.
As soon as you send out your first invitation to the Rats, they imply a strange man is going around and turning people's body parts into puppets, and the corpse they collected was heavily mangled to the point that it is unrecognizable, and it had an orange brand mark on it. That man is actually the Puppeteer, and the corpse is actually a result of Pluto/Yesterday's Promise's modus operandi.
Before the Rats arrive to the Library, Angela also tells Roland that she merely borrowed the power of invitations, and it wasn't fully hers. In reality, she borrowed the Invitation's power from Carmen, who is behind the creation of the Library itself by convincing Angela and the Library's machinations.
Early on, Roland discusses how a well-mannered, well-dressed person roaming around the backstreets are actually a red flag for someone who is extremely dangerous and/or just plain crazy. One will later realize that Roland is correct for the most part- the most dangerous thugs around the Backstreets such as Index or Thumb agents are very polite and well-dressed, and they could probably pass as Fixer offices if not for their obsession with brutal murders. This is in contrast to their subordinates such as the Kurokumo Clan or Stray Dogs who look like poorly dressed and threatening thugs. The fact that Roland fits this description is one of the first hints you have that there's more to him than meets the eye.
Related to Five-Second Foreshadowing above, Roland, at the start of the game mentions how Fixers generally don't make much intimate connections with each other because Love Hurts, something that led to the Streetlight Office getting decimated. However, later on in the game, this was presumably exploited by the Distorting Voice and the Reverberation Ensemble to trigger multiple City-destroying incidents when Philip got his love interest and mentor booked, which would in return got Xiao's newlywed husband Lowell booked, something that traumatized Xiao so hard that she manifested an E.G.O. (and still got booked anyway despite her best efforts). However, what actually defines this is the events of the game were kickstarted when Roland's wife, Angelica was killed out of nowhere by the Pianist Distortion, leading to him going into an inane Roaring Rampage of Revenge that caused him to be downgraded from a Grade 1/Color to a Grade 9 Fixer and sent to the Library by Iori for ambiguous reasons.
Among one of the earliest discussions between Roland and Hod has Hod telling him about how she snitched on the Outskirts Lobotomy Corporation facility to the Head who responded by going full metal with an Arbiter, something that instantly struck Roland as being rather odd. He explains that the Head putting that much effort into squashing some random Outskirts facility means that whatever was going on there was enough to really piss them off, but it's later established the Outskirts is supposed to be used for containing Impurities (so that existences that aren't otherwise welcomed into the City there wouldn't be considered by the Head for extermination), and the experimentation on abnormalities was something they did not particularly care about since pretty much every corporation does equally messed up stuff in secret. Despite what we were led to believe back in Lobotomy Corporation that the Seed of Light directly attacks the Head, judging on how they didn't respond at all when the Reverberation Ensemble was planning to overthrow them with the Seed of Light, they most certainly didn't seem to care about that, either. It turns out that the main reason why the Head attacked was because the Eye foresaw the creation of Angela right inside the City, who they view as a direct affront to their policies.
When the Dawn Office was about to take the request to raid the Library that results in its fixers being decimated by the Library's combatants and Philip escaping and being traumatized from what he saw, one of its Fixers, Yuna, suggested opening a party in Salvador's home if the operation was successful. This significantly bothers Philip and Salvador requests to talk with him when the raid was done. Unfortunately, both Salvador and Yuna died in the Library and Philip was left heavily grief-ridden by the loss of his mentor and his inability to explain matters with him, as well as Yuna's constantly bickering and condescending attitude towards him. When Oscar's escape button teleported him to the 8 O'Clock Circus, it turns out that Philip was thinking that Yuna was going to do something a lot more sinister. It's implied that he somehow believed that she was about to go to bed with Salvador and cheat on his wife and children. Oswald takes advantage of this to break him down and Pluto turns him into a new distortion; the Crying Children. After Philip was transformed, Oswald also tells Pluto that none of the illusions he uses to break Philip down were true, they were just delusions in Philip's mind, and thus Yuna's "party" is most likely just a regular celebration campaign.
Before the Dawn Office reception, Roland also mentions having been fought the Smoke War with Salvador and talks about him as if he knew him personally. When the Library starts driving Roland into an E.G.O. Meltdown in the Floor of Social Sciences, it was revealed that the Nest immigration office prevented him from moving into a Nest using this excuse. In reality, he was denied access to the Nest because he was involved with a deal where he asked a Fixer Office to smuggle Enkephalin to O-Corp without their knowledge. In the Floor of Philosophy Realization where the same thing occurs to Roland, a flashback also displays that Salvador was the person who enlightened him to the corruption of the City when he displayed Roland the source of L Corp's energy before Benjamin and Ayin took it over.
At Lobotomy Corporation's day 50 true ending, right before Angela is going to screw with Ayin's final plan, Gebura wonders if people might be able to develop their own E.G.O.s like her. Philip, when you encounter him a second time, successfully manages to produce his own E.G.O., and the results of that event turn him into a veritable One-Man Army.
Early on, Roland will tell Angela that he had a wife and an unborn child who was killed by an unknown incident that collapsed his house. While the game's major cutscenes don't actually reveal this, if Roland happens to be defeated in the first personal encounter against Argalia much, much later on in the game, Argalia will reveal that Roland married his sister Angelica, and she died because of the the Pianist incident.
Roland also tells Angela early on that he used to be a "Kickass Grade 1 Fixer" who was demoted to a Rank 9 because he only did intel. He uses this to explain how much he knows about the City and it's people, since his role is to serve as Angela's Mr. Exposition. As the story continues on, however, Roland keeps revealing a lot of information that even a Rank 1 Fixer shouldn't know, and begins producing connections with some rather important individuals, including a powerful Fixer named Salvador, elites of Fixer Associations and even the Color Fixers known as the Purple Tear and the Blue Reverberation. It also becomes increasingly clear that Roland has been a rather influential figure in the development of the setting, up to and including fighting in the Smoke War. Despite this, no one seems to recognize him. This discrepancy is later revealed to be due to Roland's personal choice of wearing a mask whenever he went out to work as a Fixer, which hid his identity from the average people. His connections come from being both a member of one of the best offices in the setting, and the husband to the Black Silence herself.
One of the scenes at the opening of the game features a Joker card peeling off to reveal Roland being tugged on strings like a marionette. During the final phase of the Floor of Natural Sciences Realization, Roland, under the influence of the Library, manifests the E.G.O. of an original abnormality, The Jester of Nihil, which is also based on the Joker card. The puppet strings also foreshadow his later animosity with Jae-Heon.
The third episode of Netzach's story contains two very subtle ones.
The first is Roland and Netzach's discussion about art, which naturally leads into a discussion about The Pianist. Netzach makes a grandiose statement about The Pianst's music, stating that whoever heard it must have "awoke this gray City from it's ennui". He then asks Roland if he's one of those people, who gives a vague response. While one could assume this is merely Roland agreeing with Netzach's conclusion, later story reveals show Roland was actually the one who helped kill The Pianist, meaning he did in fact hear The Pianist's music.
The second one is Netzach's statement on people declaring they want to die. From personal experience, Netzach believes that people who say they want to die really want to live most of all, and people who are ready and willing to die do so quietly. In Roland's bad ending, he self-neglects after completing his goal of killing Angela and dies bleeding to death in a gutter shortly thereafter, with only his former comrade Astolfo being aware of his quiet, inglorious death. There's also the difference between Enoch and Carmen as shown in flashbacks in Lobotomy Corporation and confirmed by the Book of the Red Mist — Enoch made a concise speech that basically meant he wanted to die so he could go to a better world moments before he died in a failed Cogito experiment, but deep down the boy wanted to live and see things go better for good. In the other hand, Carmen, just like Roland, after seeing the horror she enabled and told spiteful things by Lisa, self-neglects before silently attempting her infamous Bath Suicide days later.
In the Thumb Cartel gathering, Kalo comments on the legendary "Black Silence", a Color Fixer that decimated the Rumanos Cartel and has since disappeared. The implication is that the attack on the Rumanos Cartel was seemingly random, with the Black Silence's disappearance afterwards only adding to the mystery. We later get a more intimate view of this event, including meeting the Black Silence in person.
In the center left path of the Star of the City arc, Angela creates a simulation of the Red Mist in an attempt to gain her book so she can lure the Blue Reverberation back into the Library. Angela's method of creating this simulation is no different than sending an ordinary invitation to a guest, foreshadowing the fact that all of the guests fought in the Library are simulations. Their real selves are simply put into hibernation immediately upon entering the Library.
Before the Warp Cleanup Crew reception, the employees involved in the raid against the Library discuss about how the Love Town Mom Elena is actually the Blood-Red Night, a Star of the City-tier Distortion who was slain but revived for unknown reasons. In the Floor of Philosophy Realization, it turns out that Roland and Angelica were the ones who put her down the first time.
Before the Hana Association reception at the start of Impurity, their section 3 elites discuss about how the Head was doing literally nothing against the Library and the Reverb Ensemble despite the sheer magnitude of the havoc they create in L-Corp's former nest. It turns out that the Head doesn't really care about City-wrecking Distortions or individual threats as long as they are human because they are technically welcomed. The implication was since Angela was under the process of becoming human at that time, they decided not to interfere for the time being (and will no longer consider her an Impurity if she does become one, causing her to become a Star of the City instead), but as soon as Angela releases all the trapped guests and reverts into a machine, the Head steps in immediately in an attempt to exterminate her because they want a City with humans being humans.
While Carmen was considered nothing short of a straight-up paragon back in Lobotomy Corporation, there's hints added in this game that she's not as saintly as purported. While the sephirah have nothing but nice things to say about her, Roland repeatedly questions the validity of her assertions- in his own words, "no one is that nice all the time". It's implied that she was also responsible for various circumstances that led to people being distorted and/or booked, and a discussion between Angela and Hokma reveals that she's behind the Library's machinations. Sure enough, Roland is right - the Keter Floor Realization reveals that Carmen is more of a Dark Messiah figure, who willingly induces Distortions in people to evolve humanity. The Seed of Light turning people into distortions is also intentional.
One of the Abnormalities available of Tiphereth's floor is the Knight of Despair, who gets stabbed by her swords in her chest if they fail to land her strongest attack even once. The same Abnormality will later become one of Roland's forms in the Floor of Natural Sciences Realization. In Roland's bad ending, he falls into despair after killing Angela, and ends up letting himself killed by having numerous weapons stabbed on his back.
Back in Lobotomy Corporation, when Big Bird, an Abnormality that is an Allegorical Character to the Head alongside two other associated Abnormalities, enters the Gate of the Black Forest, the message "Big Bird, with its many eyes, decided to watch over the forest for intruders. For Big Bird's eyes could see very far, and see things we cannot see" will appear on the screen alongside a close-up on Big Bird. The same animation occurs after defeating Roland as Big Bird in the Floor of Philosophy Realization. At the game's epilogue, we hear from Zena, the Arbiter in charge of expunging the Library back into the Outskirts, that they invaded the Outskirts laboratory because of Angela (presumably in fear of her unleashed right into the City), implying that they had advanced precognitive technology that they use to spy on people.
In a similar tangent, the Black Forest Bird's story is about how the three birds heard of a terrible monster about to destroy the forest and accidentally became the monster themselves through a series of deadly and overbearing body modifications that led to the creation of the Apocalypse Bird that destroyed the forest. Despite the Head foreseeing the creation of Angela (which is a sapient machine, and thus a "monster" by their standards) through multiple wings and preemptively destroying the laboratory that would later spearhead her creation, their raid upon the laboratory created the exact conditions where Ayin would collaborate with multiple wings to create Angela, effectively unleashing the monster they swore to destroy.
During Angela's Downer Ending, she is re-classified as a Star of the City, no longer Impuritas Civitatis, despite having assimilated half of the City and releasing Abnormalities onto the Cityfolk. As its revealed before the final Reception, this is because she fulfilled her dream and truly became human, and thus the Head welcomed her presence into the City. Her action of letting go of her desires and staying as a machine, however, made her classified as Impuritas Civitatis, forcing the Head agents to get rid of the whole Library because an existence like that isn't welcomed in the City.
In The Distortion Detective, YuRIA's Workshop was heavily implied to be an E.G.O. taking the form of a portable building. At the end of the game, it's revealed that the structure forming the Library is actually Angela's E.G.O..
