Hermione's Innocence
The earliest instance of dramatic irony in The Winter's Tale is when Leontes becomes convinced that Hermione and Polixenes are having an affair. Nearly every character, as well as the audience, knows that Hermione is innocent and that Leontes's children are really his biological offspring. It is not until both Mamillius and Hermione die that Leontes understands his mistake and repents. By then, however, it is too late; his ego and jealousy has altered his family indelibly.
Perdita's Status
When Florizel reveals to his father, Polixenes, that he intends to marry Perdita, Polixenes is dismayed to learn that Perdita is the daughter of a shepherd. He even plans to disfigure Perdita's face in order to disturb his son's marriage plans, as he does not want a prince to marry such a low-born woman. Of course, the audience is aware that Perdita is actually the daughter of Leontes, King of Sicily, which makes her a princess.
Florizel's Likeness
When Florizel and Perdita arrive in Sicily, Leontes is thrilled to see them. He remarks to Florizel that he is the spitting image of his father, which proves that Florizel's mother must have been faithful in her marriage. This is an ironic comment for Leontes to make, as sixteen years earlier, Paulina attempted to convince Leontes that Perdita was his daughter by explaining how much she looked like him. At the time, Leontes refused to listen and ordered Antigonus to abandon Perdita in Bohemia.
Leontes's Self-Destruction
At the beginning of the play, Leontes asks Hermione to be the one to convince Polixenes to stay in Sicily a little longer. She obeys her husband and speaks with Polixenes, but it is this very interaction – which Leontes himself has sanctioned, even demanded – that leads Leontes to believe Hermione has been unfaithful to him. This is an ironic start to the play, as Hermione's act of loyalty is what spurs Leontes to consider her disloyal to him.