We do not find HaShem telling Moshe that the next plague would be that of locust before Moshe told this to Paroh. There are numerous explanations for this:
1) It is alluded to in the words "BO el Paroh (Shmos 10,1)." Put the letters BO into the word Paroh. Exchange the letter Beis for the Pei, as they are both lip-produced sounds, and Alef for Ayin, as they sound the same, and we have the word "Arbeh." This is further indicated by the words, "l'maan shisi ososai eileh b'kirbo," so that I can place these LETTERS INTO HIM, i.e., place the letters Alef and Beis in place of Ayin and Pei, into him. (Ma'yonoh shel Torah)
2) HaShem told this to Moshe, but the Torah does not want to be lengthy. (Rabbi Yoseif B'chor Shor) This requires an explanation for why specifically here the Torah is succinct.
3) Moshe knew all 10 plagues through prophecy but was not told their order. Since he knew that only locust, darkness, and smiting of the firstborn were left, he simply deduced that the smiting of the firstborn would be last, as HaShem told him in Parshas Shmos. Darkness would be the penultimate plague, as it would facilitate their emptying Egypt of its possessions. Thus, this would leave locust as the 7th plague. (Tosfos Hasho'leim)
4) Moshe derived this from HaShem's words "Ulmaan t'sa'peir b'oznei vincho" (verse 2). He compared this to the verse in Yoel, "livneichem sa'peiru." Just as there it was the relating of locust, so too, here.
5) There is a hint of this plague, to an extent, being the invention of Moshe. Moshe announced this plague and HaShem was "meikim d'var avdo" (established his word of his servant). (Chizkuni)
The Repetition of the Arrival
"Va'yaal ho'Arbeh al kol eretz Mitzrayim va'yonach b'chole g'vul Mitzroyim" - And the locust ascended upon all the land of Egypt and came to rest everywhere inside the borders of Egypt (Shmos 10,14) - This seeming repetition might be telling us that the ascent of the locust came in a most unusual manner, adding to the terror it brought in its wake. Normally, swarms of locust come and attack the closest fields and move on and on. Not so here. Rather, the massive swarm of locust flew into Egyptian air space, directly above all the land, casting severe darkness over the whole country. Not even the sun by day, nor the stars and moon by night were visible because of the density of the swarm. Then, and only then, did they descend and begin their destructive work.
The Borders
"Va'yonach b'chole g'vul Mitzroyim" - And they came to rest everywhere inside the borders of Egypt (Shmos 10,14) - The medrash relates that there was a dispute between the Egyptians and their neighbors over the exact border between their lands. The locust clarified this by covering every bit of space in the land, even places where there was no produce to consume. This seems quite puzzling, as it is repetitive. The borders were already determined, as the medrash itself relates that the plague of lice served this purpose.
The Egyptians wanted to avoid a repetition of the border dispute and planted trees along the newly demarcated line, serving as border markers. (The Gemara relates that there is a type of tree whose roots grow straight down and do not meander.) However, along came the plague of hail. It shattered and destroyed almost all plants. This included these trees, and therefore a disagreement arose again. (Pninim Y'korim)
