We have confirmation from many sources that the last three minutes of the Heroes season finale will set up Season Two. Adrian Pasdar announced that, and folks like Tim Kring, Masi Oka and Jack Coleman confirmed it. Now, Greg Grunberg revealed that an earlier scene actually begins the setup for Season Two.
Interview: Greg Grunber Talks Next Season of Heroes
"Even before that, there's a scene that I have with a character, I can't say who it's with," said Grunberg. "That character says something to me that every time we shot it, every single take, it made the hair on the back of my neck stand up. And I have a lot of hair on the back of my neck. I was so scared and it really was awesome and it sets up next year in a way that you never see coming."
Even more specifically, those last three minutes that Pasdar spoke about are going to open the show's season premiere. "The last three minutes are the beginning of next season which is cool. That's what he means. The last three minutes of the season finale are the first three minutes of next season, which is something we've been doing on the show all year long."