You'll Never See it Coming.
Before I start. SPOILERS ahead. If you're not past November in Persona 5, then do not read on.
So, after you finish November's palace in Persona 5, you get caught by the police. It turns out that someone you've been working with up to this point has betrayed you: Goro Akechi.
Imprisoned and interrogated by Sae Niijima, you the protagonist have one shot to turn everything around. And it's this pivotal moment, one that determines whether you gain the true ending of Persona 5, that is actually being foreshadowed in the lyrics to the game's battle theme, "Last Surprise."
Goro comes to kill you during your interrogation and stages it as a suicide. Initially, it looks as if Goro succeeds in shooting you. But if you choose not to snitch on your friends, you manage to turn the tables on Goro, who shoots a version of you that exists in Niijima's palace.
What makes this twist so impactful is that this plan isn't-spur-of-the-moment: the Phantom Thieves have it planned out from the minute Goro joins your team. They know he's up to something, and they're a step ahead of him the entire time.
Which is how "Last Surprise" takes on an entirely different, amazing second meaning in retrospect. First, let me post the lyrics and song, for reference:
At first glance, the lyrics read like an attack on whatever enemy you're battling at the time. But it helps to remember that Persona 5 starts in media res - midway through the story. Which means, up til November, you're seeing everything past-tense. In reality, the song is the protagonist taunting Goro, who thinks he's got you figured out.
One key connection to Goro is the lyric "it's not quite what you foretold." With 95% of the games encounters in Persona 5 being ambushes (unless you suck at stealth, which I totally get), it wouldn't make sense for the enemies to foretell what's happening. "You think you got your game planned out" is straight-up a call out to Goro as well.
But what really seals the deal are the lyrics during the bridge: "are you sure the next move's the right one for you? Are you sure you won't get outmaneuvered?" This line always stuck out to me during regular battles as smugger than anything else in the song, and it sort of encapsulates the twist as it happens within the game.
So there you go! It's a minor detail, and I'm sure it could be debated, but it doesn't strike me as a coincidence. In my opinion, "Last Surprise" is a teaser for Persona 5's big twist, and this read of the song gives it much more depth, making it all the more enjoyable of a listen.