"your friend Bunbury will get you into a serious scrape some day..."See in text(Act I)
A bit of foreshadowing on Wilde's part. It's not unreasonable for Jack to assume, given how absurd this evening has been, that something equally ridiculous will happen to the fictitious Bunbury in the future. What that will be, and what effect it will have on Algernon and Jack (as a recently outed Buburyist) remains to be seen.
"a three- volume novel of more than usually revolting sentimentality..."See in text(Act III)
Recall that in Act II Miss Prism revealed to Cecily that she had herself written one of those tedious three-volume novels Cecily hates. Miss Prism referred to this manuscript as "abandoned," which we can now see as a clever bit of foreshadowing that Wilde hid in the comedy of Miss Prism's words so that we wouldn't recognize it.
"I knew I had a brother! I always said I had a brother!..."See in text(Act III)
At last we learn the real reason for Jack's insistence that he "[has] no brother, that [he] never had a brother, and that [he doesn't] intend to have a brother." His somewhat over the top protests set the stage for this comedic twist, in which it's revealed that he's actually Algernon's older brother. Now we understand that Wilde was hammering home the point about him not having a brother to prepare us for this moment.