The initial discovery of the Cosmere books being in the same universe happened when someone noticed the repeat use of the name Hoid in Warbreaker and another book, asked Brandon about it, and got told that it's actually the same character rather than just the same name. I'm not sure which non-Warbreaker book it was, but I don't think Hoid ever identifies himself by that name in Final Empire or Well of Ascension, so it would have to be either Elantris or Hero of Ages. This happened well before Warbreaker got published as a printed book; Warbreaker has been available in digital format for free from brandonsanderson.com since its early draft stages.
The name Adonalsium was first revealed (with an unfortunate typo, the l was missing so it appeared as Adonasium) in a chapter epigraph in Hero of Ages. It was mentioned precisely once, and only in a small remark that was never referred to again, and never appeared again in the books until Hoid said it in Way of Kings, but several readers jumped on it and started asking Brandon tons of questions about it. Most of the available information about the Cosmere comes from Hero of Ages, inferences based on Hero of Ages, and Brandon's answers to questions. Way of Kings has also added some material, particularly with the letter in one set of chapter epigraphs, which is clearly written by and addressed to people who know a lot about the Shards of Adonalsium.