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Foreshadowing means placing hints in a story prior to a twist to make the twist feel like it was part of the story all along instead of coming out of nowhere. Foreshadowing gives the plot a feeling of consistency and fairness. A twist without foreshadowing can feel like a retcon, like you're taking away the story the audience thought they were getting.
Feel like there's an analogy to trial and error in game design.
A common scenario is that the hero needs to be rescued. If the hero is trapped and about to be executed and at the last second another character shows up and saves them, that's unsatisfying because you get the hero out of trouble by introducing new elements at the last second instead of by playing fair. Even worse than just ruining the moment, this damages the future of the story because the audience can't trust you anymore. They're going to *expect* you to do this again next time, and so they'll never take the danger as seriously as they did before.
And no amount of retrospective explanation can fully repair the damage after that. Even if the character explains how they knew the hero was in the danger and happened to be around, that won't fix the fact that from the audience's perspective at the time, you cheated to save the hero, and that will mar every subsequent scene that's supposed to be dramatic. The only way to avoid this disappointment is foreshadowing.
Attack on Titan shows a good example of doing this right. In volume 9, the main heroes start traveling to a location, and in volume 10, a group of other characters get cornered by monsters there, so when the main heroes show up and rescue them, it's not a cheat because the solution was set up in advance.
Another way this can be okay is if it's sufficiently early in the story (I'd say first two chapters in most cases), since then the reader hasn't had time to get used to the rules of the story yet. The opening is meant for setup, not playing by existing rules.
On the flipside, proper foreshadowing also involves delivering on everything you've foreshadowed. If you've foreshadowed something you *must* deliver. I'll give an example of failure.
Also Attack on Titan. I don't remember what episode of the anime or volume of the manga this was, but after the first half of the battle for Trost, general Pixis has a long talk with Eren (the protagonist) about the Titans and human nature, wherein he very strongly implies that the Titans were created to give humanity a common enemy to unify them and that he supports this action. Afterward, Eren says to his friends that "The general understands the situation too well. The titans are not our only enemy." This is very clear foreshadowing that Pixis is involved with the creation of the Titans. It gets us excited to see the story go this direction. But apparently he isn't; some ten volumes later, Pixis has been pretty conclusively shown to be a goodguy and no one ever mentions that scene again. It was very unsatisfying.
The thing I want you to take away from that example is that there wouldn't have been a problem if the author hadn't foreshadowed it. No one expected the story to go that way before this scene. Not taking it this way is fine, but don't make promises you won't keep.
A valid *red herring* requires giving an alternate explanation for the false clue when the truth is revealed, so that you show the reader you're not wasting or forgetting what you told them. You can't just give the reader overwhelming evidence that something is the case, have the characters note the evidence, and then ignore it - not show another explanation for Pixis's weird remarks, not even have the characters discuss it and decide they were wrong, just forget the foreshadowing ever happened. That won't upset any fans, right?