The way Rowling structures the sixth book is pretty ingenious; it feels like a slow, methodical gathering of threads before the big finale. But to pinpoint the actual twists, I think there are a few that define the whole story arc.
Obviously, the identity of the Half-Blood Prince is a huge one. The entire year, you're following Harry's clever tactics in Potions, feeling that thrill of him outperforming Hermione. You're led to think it's Snape, which fits his whole 'master of the Dark Arts' persona. The reveal that it was teenage Snape, and that the book was just his old textbook, completely reframes everything. It's not some ancient, powerful artifact—it's a teenage boy's notes. That twist makes Snape more human and complicated in a weird way, even before you get to the end.
Then you have the memory plots with Dumbledore. The series of memories about Tom Riddle aren't twists in the traditional 'gotcha!' sense, but the cumulative effect is a twist on our understanding of Voldemort. Learning he's a half-blood, that he created Horcruxes, and that he specifically sought objects with a history—like the diary, the ring, the locket—that was the real informational bomb. It shifted the entire conflict from a vague 'defeat the dark lord' to a specific, gruesome scavenger hunt.
And of course, the astronomy tower. The whole sequence is a masterpiece of misdirection. You think Dumbledore is weakened but in control, that Snape is there on their side under the Unbreakable Vow. The actual killing is so sudden and brutal, and Snape saying 'Avada Kedavra' still hits like a physical blow. The biggest twist isn't just that Dumbledore dies, but that Snape does it apparently of his own volition, shattering any last hope Harry had about him. It makes the final chapter, with Harry deciding not to return to school, feel inevitable.