This would apply to the whole sermon, but I am thinking specifically of stories, illustrations, humor, etc. Many of us have a tendency to set-up an element of the sermon with an introductory comment. There are exceptions to this advice, but generally speaking, don’t. It is better to seamlessly slide into the story than it is to introduce it. Think of people telling jokes. When they begin, “Here’s one that will make you laugh,” or “This is a really funny joke,” the net result is almost always negative. Much better to hear the story and be surprised rather than expecting something good or bad. The same goes in preaching. Don’t say, “Here’s a startling statistic I came across this week…” (Which usually means the preacher hunted for it online!) Just give it. Don’t say, “Here’s an illustration that will make this notion clear…”, instead just say, “It’s like…” and say it.
There are exceptions, sometimes it helps to wisely frame or set up some element of a message. Most of the time seamless is more effective. When you have this kind of content in a message, think through ahead of time which will work better. Try it both ways. Then go with the most effective for the listeners.