It can be hard to look ahead at what's coming in the next iteration when you're so busy in the current iteration. It sounds easy, just go look at the story cards at the top of the product backlog and have a conversation about them with the product owner. But it isn't easy. You might grab a peek every now and again when you come up for air, but you might not get the time to follow-up with the product owner.
A few times we've experienced frustrating planning games because people weren't sufficiently prepared. So now, after our iteration reivew, which completes at 4:45pm on a Tuesday, our product owner sets the context of the coming iteration by stating the iteration goal and introducing the user stories that will be discussed the following day in the planning game. We only spend about 15 to 20 minutes doing this, but it provides sufficient information for the team to sleep on and come up with questions for the next day.