Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
Describing his first physical contact with Ada, Van Veen (the narrator and main character in VN's novel Ada, 1969) calls the shattal tree (the Tree of Knowledge that grows at Ardis) "that dappled tree:"
Describing his lovemaking with Ada in "Ardis the First," Van Veen (the narrator and main character in VN's novel Ada, 1969) mentions Robert Brown's poem "Peter and Margaret" that he made Lucette (Van's and Ada's half-sister) learn by heart:
They tried all sorts of other tricks.
In VN’s novel Priglashenie na kazn’ (“Invitation to a Beheading,” 1935) someone draws the attention of other citizens to the fact that Cincinnatus is not transparent and uses a strange, almost forgotten word:
Describing his meeting with Lucette (Van’s and Ada’s half-sister) in 1901 in Paris, Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions the optical mist and calls it "Space's recent revenge:"
Describing Ada's dramatic career, Van Veen (the narrator and main character in VN's novel Ada, 1969) mentions Dawn de Laire, an actress of the Yakima Academy of Drama who played Natasha (Andrey Prozorov's wife) in a somewhat abridged stage version of Four Sisters (as Chekhov’s play The Three Sisters, 1901, is known on Demonia, aka Antiterra, Earth's twin planet on which Ada is set):
Describing his visit to Brownhill (Ada's school for girls), Van Veen (the narrator and main character in VN's novel Ada, 1969) mentions soft-toned Miss Cleft, the headmistress:
About to leave Van's Manhattan flat, Demon Veen (in VN’s novel Ada, 1969, Van's and Ada's father) asks Van to give him his gloves and cloak:
‘My gloves! Cloak! Thank you. Can I use your W.C.? No? All right. I’ll find one elsewhere. Come over as soon as you can, and we’ll meet Marina at the airport around four and then whizz to the wake, and —’
In March, 1905, Demon Veen (in VN's novel Ada, 1969, Van's and Ada's father) perishes in a mysterious airplane disaster above the Pacific. Half a year later Van and Ada (now married to Andrey Vinelander) meet in Mont Roux, Switzerland, after the thirteen-year-long separation. On October 24, 1905, Ada leaves Mont Roux with her sick husband and reunites with Van only in 1922, after Andrey's death:
In VN's novel Pale Fire (1962) the poet Shade and his commentator Kinbote (who imagines that he is Charles the Beloved, the last self-exiled king of Zembla) live in New Wye in Dulwich Road:
Lines 47-48: the frame house between Goldsworth and Wordsmith
During her visit to Kingston (Van's American University) Lucette (in VN's novel Ada, 1969, Van's and Ada's half-sister) mentions Grandmother’s scrutoir and the gueridon:
‘Do you remember Grandmother’s scrutoir between the globe and the gueridon? In the library?’
‘I don’t even know what a scrutoir is; and I do not visualize the gueridon.’
‘But you remember the globe?’
Dusty Tartary with Cinderella’s finger rubbing the place where the invader would fall.