Your question relates to a literary term that is called foreshadowing, which we can define as the way in which authors give certain hints early on in stories about what will happen later on. Often, foreshadowing is only noticable when we have read the story for the first time, and we re-read it again and spot how the author has brilliantly foreshadowed the surprise ending. If we consider this excellent story, you might like to consider the way in which forshadowing occurs through the family background of Armand and also the way he is described. Note the information we are given about his family background:
The wonder was, that he had not loved her before; for he had known her since his father brought him home from Paris, a boy of eight, after his mother died there.
Clearly, the ending of the story, and the note that Armand discovers from his mother, makes the convenient absence of his mother from the story very important, especially given the concern about the supposedly more suspect background of the unknown Desiree.
Secondly, another major piece of foreshadowing occurs in the way that Armand is described. He is sad to have a "dark, handsome face." This subtle use of the word dark, compared to the whiteness of Desiree, is a descriptive note that we go back to after finishing the story and reassess, recognising the clue that Chopin plants in this one word concerning the origins of the darkness of Desiree's baby.