I think Annie's father knew all along that Annie would become a Titan. I say that because Annie's father was the one that taught her the kicking move and if you pay close attention, every time she does that kicking move her left hand would instinctively cover the back of her neck. In other...
If you go back to the dream in the anime, there are other scenes as well. I can't link right now because I'm out but iirc there was a scene with dead survey corp members in a forest, a close up of *somebody* dying, and some other random things that we haven't seen like the toys and something...
