At the beginning of the first movie, right after Neo has been captured, Agent Smith starts interrogating him. He says:
I'm going to be as forthcoming as I can be, Mr. Anderson. You're here because we need your help. We know that you've been contacted by a certain individual--a man who calls himself Morpheus.
But Neo was contacted (via the mail-delivered cell phone) by Morpheus literally seconds prior to the Agents arriving at his office. So how did Agent Smith know Morpheus had called Neo? How does it make sense that the Agents were supposedly seeking Neo's help because Morpheus had called him, but Morpheus didn't call him until basically the same time as the Agents' arrival at the office? Also, it's kind of an important plot note that this is the first time Neo has spoken to Morpheus, so there isn't a big history between them that would make the Agents think Neo would be conversing with him necessarily.