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I've read books written the way yours is currently set up, and I agree with your beta readers --some foreshadowing would help. However, I think you could afford to be fairly subtle about it. Th...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/38161 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
I've read books written the way yours is currently set up, and I agree with your beta readers --some foreshadowing would help. However, I think you could afford to be fairly subtle about it. The first book of Zelazny's famous _Amber_ series begins in the mundane world, and for a while, no events happen that couldn't have mundane explanations. However, the main character, who has amnesia, suspects from the start that there is _something_ odd about himself. He seems to have talents, abilities and intuitions a normal person wouldn't have. There's a point in the book where it could have turned out that he was a super-spy or some other non-magical explanation. But instead, the answer to the mystery is that he's a magical immortal. In the actual _Wizard of Oz_, the magic world is foreshadowed by Dorothy's wistful daydreams of a fantasy world. There's no reason someone can't daydream in a mundane world, but it does prep the reader for the wish-fulfillment aspect of actual magic. In _The Neverending Story,_ the initial foreshadowing comes largely from the whimsical names of the characters. The point is this --you don't have to go overboard in order to promise your reader forthcoming fantasy. Your foreshadowing could be a daydream, or a character reading a fantasy book, or a butterfly that reminds someone of a fairy, or an unsolved mystery, or any of a number of things --just enough to give a little flavor of what's to come.