I did catch on very early (pretty much as fusion was presented), but not because of Amethyst's third eye, or two gems (both of which had already appeared before we saw a fusion); instead when they talked about how a fusion was very tall and powerful and cool and collected, I exclaimed that Amethyst was already all of those things [including twice as tall as most of the other gems], and could she be a fusion? Which of course she was, but there were plenty more clues than just those.