Aonuma said during the last direct that they'll be showing BotW2 later this year, so I took that to mean they had a trailer ready, or almost ready, but were saving it for E3. This also gives me the impression that they did that due to not having anything else big to show at E3, but I hope I'm wrong.
So I'm definitely predicting a BotW2 trailer, along with an official announcement for the first wave of AoC DLC and probably another trailer for SSHD as a reminder that it exists. OoTHD is a possibility but I don't really think so. I've also thought they could potentially do a Zelda collection like they did with Mario 3D All Stars, which would be neat. Overall, I think Zelda is going to be the main focus of their E3 as a whole this year.
We already know they'll be showing off the next Smash fighter, but I actually think they're going to at the very least announce who the final one will be as well, or if not then they'll announce which franchise it comes from. I think releasing the next character as soon as the presentation ends is something Nintendo would do as it's something they've done before.
Pokemon D&P remakes will likely be shown again in trailer form and they'll probably announce when the demo, if there is one, will be released. With Pokemon Legends coming out in January, I also expect to see a little bit more of that game.
As for new announcements, I don't think a Super Mario Odyssey follow-up is out of the question. They released a sequel to Galaxy after that game was so successful so I can see them doing the same for Odyssey. I don't know if I'm necessarily expecting it, but if they show a new Mario game, it'll be either a new 3D Super Mario or a new Mario Kart, both of which would be guaranteed best sellers and combined with BotW2 could give Nintendo one of their best fiscal years ever.
There will also obviously be a lot of indies shown, but as Nintendo's last direct was mostly indies, it would be smart for them to focus less on them for E3. I thought about whether or not they'll have anything to show for Metroid Prime 4 but I have a feeling that game is not far enough along in development yet.
One thing I'm hoping to see, but for which I'm not holding my breath in the slightest, is Pikmin 4. That's more of a wish than a prediction though.