There's this one moment in TFE where Kelsier and Sazed are talking about religion and Kelsier's like "I should start one of those". The first time I read it I thought nothing of it, but in every re-read I think "I see that foreshadowing, you can't fool me Brandon".
There was also moment where Kelsier asks Sazed how religions had so much power even after their leader died, and Sazed tells him that the leader's death actually caused a rise in strength (is that the right word?) for many religions, and I don't know how I didn't pick up on that the first time. Brandon's foreshadowing is seriously so good.