The One
Morpheus believes that Neo is The One. Neo learns from the Oracle that he isn't and doesn't have the heart to tell Morpheus before they run into Agents. Ironically, we watch as Neo becomes The One because of Trinity's love, and Morpheus' belief is correct.
Can't Die
It's said that The One cannot die, and Neo appears to be the chosen. But when Agent Smith shoots Neo multiple times he does kill him. Ironically, Neo comes back from the dead after Trinity confesses her love for Neo.
Cypher
Cypher is part of Morpheus' crew and has faithfully served in the resistance against the machines. Ironically, he betrays his whole crew by giving the Agents all the details they need to kill Neo and Morpheus.
Red Pill
Neo has been living his life day to day believing that his existence is very much real. Ironically once he takes the red pill Morpheus gives him he learns that machines have taken over the world and are harvesting humans for energy like batteries, and they've created a virtual reality in which the minds of the humans exist and make it as real as actually living.
Not the One
Neo knows he isn't The One and decides he must go to save Morpheus rather than kill him in order to stop the Agents from interrogating him. Ironically, on his way to get Morpheus Neo begins to move like the Agents, a clear sign that he is far more than he even knows.