"It sounds to me like you need to unplug, man."
This is of course soon followed by Neo literally unplugging a bunch of cables from his body and waking up in the real world through what can only be described as a virgin birth.
"Pee! It's all pee!"
But the biggest clue to Neo's inevitable, messianic death comes from his interaction with the Oracle: the kindly cookie-baking lady who lies to Neo and tells him that he's not the One because he needs to discover it on his own and all that jazz. Except that ... she didn't really lie. When Neo confirms with the Oracle that he is not the One, she tells him he is waiting for something. What, exactly?
"Your next life, maybe. Who knows? That's how these things go."
"Cool. Thanks for nothing, Miss Cleo."
In the movie, the line is played off as a sarcastic remark from a sassy character, but sure enough, Neo didn't become the One until his "next life." As in, the life he lived after he died and came back. She could have made it all easier by just telling him he was going to get shot in a hallway, but apparently there's a law that says all prophecies have to be kept super vague.