So you just heard about a new series or a film. You begin watching it, and tension is established, or the show tries to trick you, but you're not fooled. Why not? The thing that you aren't supposed to know (it could be a plot twist, or simply a spoiler) was the first thing you learned about it. If you hadn't been told, you wouldn't be watching it.
The Trope Namer is the 1992 film The Crying Game.note You likely already know that the main character's love interest is a pre-operative transgender woman. William Goldman noted that knowing the secret actually made the film a much better movie.
Contrast with It Was His Sled. The latter means everybody knows what the spoiler is. "Crying Game" means that the only thing most people know about the work is the spoiler. To compare the Trope Namers, most people could tell you Citizen Kane is about a guy named Charles Foster Kane who grew rich and powerful, and ended up dying in his mansion whispering "Rosebud," which was his childhood sled. In The Crying Game, most people know that the love interest is a transgender woman, but couldn't tell you the characters' names, the setting, or anything else about the plot; the gender twist is the only thing they know about it.
See also Late-Arrival Spoiler, when the company that makes it gives away a spoiler in the sequel's ads. Often a cause of Watch It for the Meme. If it happens on the first chapter of a series, it's a First-Episode Twist. See also Everybody Knows That and Best Known for the Fanservice.
If you had no clue what this meant before, then this is an example of Pop-Cultural Osmosis Failure.
No examples, please. Like It Was His Sled, this just defines a fan-speak term.