I was fooled by most of them. I don't see how anyone could have been surprised about the Grey havens. I was dreading it from pretty much as soon as I'd found out that Frodo had survived the whole quest and when I found out what the last chapter was called that confirmed my fears.
As for Pippin being dead I started worrying about him when I was looking in an LTR encyclopiedia and mistook the dates of his being Thain for the dates of how long he was alive, as there wasn't anything like this for any of the other Hobbits I felt sure he would die and all the other Hobbits wouldn't. I was sure of this up an till the point in RotK when the book said:
But Pippin rose to his feet (......) And never in AFTER YEARS could he hear a horn blown in the distance without tears starting in his eyes.
And then I knew he wouldn't die. I wonder if this bit was slipped in so that no-one would worry about Pippin when they should be worrying about Frodo and Sam.
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