A statement used to prepare the speaker's audience for bad news.
This is part of the branch of rhetoric classified as exordium, the introduction of a speech.
From the Greek pro- meaning 'before' and diorthosis, meaning 'putting right'.
See also, protherapeia.
Examples of this:
"Season your admiration for a while With an attent ear, till I may deliver, Upon the witness of these gentlemen, This marvel to you."
-- Hamlet
"Ye men of Athens, I perceive that in all things ye are very religious..."
-- Paul, Acts 17:22