Trinity: “You know the question, just as I did.”
Neo: “What is the Matrix?”
Trinity: “The answer is out there, Neo. It’s looking for you. And it will find you if you want it to.”
This happens very early in the start of the Matrix before anything really has happened. What Trinity says is a foreshadowing to how there is two worlds, one which is real and one which is constructed.
Morpheus: “You take the blue pill, the story ends, you wake up in your bed and believe whatever you want to believe. You take the red pill, you stay in wonderland, and I show you how deep the rabbit hole goes.”
Morpheus says these lines when he meets Neo for the first time. He gives Neo the option of a real world, or the option to go back to his comfortable fake world. This ultimately shows that every person has a choice and that we are the creators of our own fate.