When you first hear of The Misfit, do you expect to meet him? How does this early mention affect the plot?
In short stories, there can be no wasted motion: every character is vital. The Misfit, by name, seems like an archetypal character, a devil loosed on the earth. We know he's roaming out there, and we know this self-righteous woman is going to run into him. O'Connor set him up to be her foil, a kind of doppelganger: a ghost who haunts her.
O'Connor works in double movements: she uses the wicked to expose the sins of the righteous. Her worldview is pre-Miltonian, back to the days when evil was real. The Misfit is a throwback to the vice characters of early theater, early Christianity. He is a literal gun to the head--a representation of violent, unequivocal death. He's divine evil, as he exposes the smugness of the "once saved, always saved" theology of the protagonist. The reader must know he's out there at the beginning of the story, like the protagonist, for O'Connor cares about the readers' souls more than hers.
The initial mention of The Misfit in Flannery O'Connor's short story, "A Good Man is Hard to Find," appears to be just an off-hand comment by the grandmother about the dangers of vacationing in the direction of Florida. However, we find out later that the reference foreshadows the family's actual meeting with the escaped serial killer. The grandmother's warning about The Misfit gives the story an early touch of apprehensive tension during what appears to be a routine family vacation. The trip to Florida becomes anything but ordinary, however, when the grandmother's wish to recapture an old memory puts them on the wrong road to their eventual destiny. The ensuing meeting further illustrates the part that fate plays in O'Connor's story of converging social opposites.