I didn't start thinking Cordelai was Supreme until after she got acid thrown in her face, even then I felt like Zoe could have been Supreme as well, and as the season got closer to an end. I was more certain it was Cordelia until, it was confirmed that Cordelia was Supreme, but looking back now. I believe i should have figured it out earlier with the biggest hint that I believe we all missed was that Cordelia couldn't have children. Not even with the help of science or magic could she concieve a child. Fiona said to Cordelia in the very first episode that never before had a Supreme had a child until Cordelia. I believe we all know why it doesn't usually happen, but I feel like that was a giant hint from the start. That Cordelia couldn't concieve.
There were tons of hints from the get-go. It was pretty obvious that Cordelia would be supreme once everyone heavily emphasized how "weak" she was. Whenever it is heavily stated how weak a character is, that's usually their cue to come back with a fiery vengeance and prove everyone wrong
I don't think Fiona meant "I was the only Supreme to ever have a child", I think she just meant that Cordelia is her only child. Though I can easily imagine that Supremes normally do not have family, technically you are supposed to stay at the academy and devot your entire life to the coven, Fiona didn't give a damn about the coven that is why she could have three husbands and a daughter.
The hints were all over the place tbh.
In the opening credits, "Santa Muerte" appears with Sarah Paulson's name. One of Santa Muerte's names is the Lady of seven powers.
In the first episode, when Zoe asks "are you the Supreme?", Cordelia humbly replies "No, I'm like you, just a witch".
Again in the first episode, Fiona expresses her disapointment at Cordelia for "never understanding" the extent of her powers, claiming that she could "rule the world" if she wanted.
When Cordelia was tutoring Misty, Misty told her that she was an awesome leader. Cordelia humbly replied that Fiona was the leader of the coven, and Misty just smiled and walked away. Misty had divination (or at the very least a very strong intuition, since we couldn't see her attempt the divination test), it is very possible that she could feel something special about Cordelia.
When Fiona was speaking to Misty before introducing her to Stevie Nicks, she said that she was the only one in this house whose magic was worth a damn, to which Misty replied that it was untrue, that there was also Cordelia. At this point we haven't seen Cordelia doing any other kind of magic than potion making and spell casting (the plant), so again I'm going to say that Misty could feel something special about her.
At Nan's funerals, Cordelia had a bin representing a bee on her hat. Queen bee = Supreme.
When she broke down in front of Myrtle "I'm useless, all my powers are gone, I don't belong in this coven, I don't belong anywhere!" it was obviously to set it up for her to rise above and save the coven by becoming its Supreme.
There might be other things too, but that's what I noticed when watching the season.