"Albus Dumbledore is the greatest headmaster Hogwarts has ever had...But sir...there are powers Dumbledore doesn't...powers no decent wizard..."
~Ch 2, p. 16 US
Was this a hint toward what we learned later on about Horcruxes? And if so, does this mean Dobby has some knowledge as to what they are and how they work? I'm not sure if this is useful in terms of anticipating Book 7, because I don't know whether or how much Dobby's possible knowledge about Horcruxes could help Harry in his quest, but it is at least a point of interest that shows how JKR laid clues about the Horcruxes in CoS and other earlier books.