The irony of this first encounter is based around the fact that whilst O'Brien is pretending to be a member of the Brotherhood who initiates new members into resisting the Party and Big Brother, he is precisely the opposite. He is pretending to be what he is not, and is in fact somebody who works for the dreaded Ministry of Love, detecting and torturing people like Winston and Julia who would resist Big Brother and the Party.
Even though what he says to Winston and Julia seems so believable and certain, if you have read the novel, you can see certain elements of grim irony in O'Brien's speech, especially when he talks about things that will happen to them that are, as we come to see later on in the book, completely true. Consider the following quote:
You will have to get used to living without results and without hope. You will work for a while, you will be caught, you will confess, and then you will die. Those are the only results you will ever see. There is no possibility that any perceptible change will happen within our own lifetime. We are the dead.
Although these words are actually set against a backdrop of the covert work of the Brotherhood which are meant to give Julia and Winston hope that they are working for something much bigger than themselves and that eventually change will be achieved, at the same time, given the way that the book ends, there is a certain grim irony in them as O'Brien spells out to them precisely what will happen. Both Julia and Winston are captured and never see any fruits of their labours. They both are in fact living as if they were "dead."