Things like Hagrid mentioning Sirius, borrowing his bike. The connection between Harry's and Voldemort's wands. Harry talks to the snake at the zoo, before we learn about Parseltongue in later books.

Oh, and Gringotts. The entire scene with Harry and Hagrid in Gringotts ended up informing the break-in during Deathly Hallows, seven years later.

And, of course, Ginny. I didn't notice on my first read of the series just how blindingly obvious it is that Ginny was being set up to be with Harry, but on the second read I can really see it. She's got a shy crush on him right from the start. It doesn't really come to the fore until the second book, but it's here in the first one too.