Things your reader takes for granted, so you can, too.
Example: if your story opens with Dave and Mark and Jill sitting around talking, your reader will assume they are human beings and not aliens. You don't have to pause and clarify they're human.
Secondary example: If Dave and Mark and Jill are standing around a water cooler, your reader will probably assume they're coworkers. If they're sitting at a control panel watching the stars, it's sci-fi. If they're sitting around a campfire cleaning their weapons, it's pre-industrial fantasy. Even if these assumptions aren't entirely correct, they're helpful because they give your readers a rough picture that they can fill in with your details.
2. Things the characters aren't saying but that you want the readers to know.
Examples: If Dave and Mark and Jill are attacked by a big, winged, fire-breathing creature they've never seen before, readers will probably assume it's a dragon. If Dave and Jill share a certain kind of lingering touch or glance, readers will assume they're romantically involved, even if Mark's POV glosses over that. If Mark thinks about his brother, and then cuts off the thought in a Significant Manner, readers will assume there's some kind of conflict or tragedy there. This is good for dramatic irony and unreliable narrators - what will your readers bring to the story that the characters won't, and how can you use that in the story's favor?
3. Things that aren't true but that you want the reader to think until the twist.
Example: if Mark and Dave and Jill are aliens and you managed to avoid mentioning it until the end, your reader will (hopefully) have to backtrack and realize all the ways that makes more sense but that they overlooked due to assuming they were human. This is, I think, the most fun type. Good for all kinds of twists, from comedic (oops you were fitting these guys into a familiar framework but they were doing something different all along!) to high drama (what do you mean THAT'S what was happening) to A Truth About Human Preconceptions (wait what does it say about Us As Audience that we just assumed they were human).
Things you forgot the reader would take for granted.
Example: If you have it in your head that Mark and Dave and Jill are aliens, but you forgot to mention it, the reader will be operating under the assumption that they're human - and the eventual realization that they aren't is going to massively distract from the story you were trying to tell, because it now becomes About The Twist when you didn't mean to write a twist in the first place.
Secondary example: For fanfic - this may vary by fandom, but in general, if you introduce a fic without explicit indications that it's AU, readers will assume it's taking place within the main canon. The first indications of canon divergence or of a different setting (fix-it, Modern AU, etc.) are going to force them to stop and question what they thought they were reading.
2. Things you didn't give enough framework for.
Example: If you didn't give clear signals on Dave and Jill's relationship, readers may assume they're romantically involved when you were planning to reveal they're in-laws. If you're staying inside Mark's head and don't have him interact with the other two clearly enough, some readers may assume it's a male POV and others may assume it's female. Readers will fill in the blanks - you want to make sure the parts of the story that matter to you are all clearly signaled, not leaving a blank that might get filled in with something completely different.
3. Things you wanted to be a twist but that the structure made too obvious.
Example: If you are talking around the fact that Mark and Dave and Jill are aliens in a clearly suspicious way - or worse, if the context in which the reader found the story means they know it has to have a sci-fi element in it somewhere, and there's nothing visible - then delivering on the twist may be a lost cause. Because instead of assuming the characters are human, now your readers are assuming something here is Not What It Seems! Which can also be a perfectly good story, but not if the whole point is to blindside them with something being Not What It Seems.
Secondary examples: If you're writing a romance, it's not going to be a twist that the girl finds love in the end (unless you are very good at making readers question their assumptions in the middle). If you're writing a murder mystery, the reader assumes somebody here is a murderer - and depending on their genre familiarity, they may have very specific assumptions about the most likely suspect. If you have a mysterious character in a mask, the readers will assume someone they know is under said mask. You have to consider if you can possibly get them to change their minds - and even then, if it's worth the work of making them change their minds - or if your Twist should be converted into Dramatic Irony instead.
