Bonjour Shruti !

Here, le refers to what has been said previously:

-> I'm telling you [it] so that you're not surprised.

In French, when you use the verb dire, you will usually need to add "what" you're saying, either fully, or with a reminder pronoun like in this sentence.

See also:
https://french.kwiziq.com/revision/grammar/use-le-or-l-to-refer-to-previously-mentioned-complete-ideas

Bonne journée !