Book 2, Chapter 10
On the eve of the battle with Lot, Merlyn worries about something he has forgotten to tell Arthur. Arthur doesn't care, because he doesn't like knowing the future anyway. But Merlyn is very upset. He has told Arthur that Arthur's best knight, Lancelot, and Guenever will fall in love, and that Merlyn himself will fall in love with a woman named Nimue, who will lock him in a cave for many years.
But he has forgotten something. Merlyn tells Arthur that even knowing the future cannot change it: fate cannot be changed. He tells him, though, that Arthur's tombstone will read: "The Once and Future King." Book 2, Chapter 10, pg. 295, so Arthur, like Merlyn, will return one day.
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