Question: what does a "thank you for giving me a heads up" mean? before i moved on with something i was working on, i confirmed it with my supervisor before consulting the matter to another higher-up. i thanked my supervisor for helping me out and she told me "thanks too for giving me a heads up".\nwhat did she mean by that?

Answer: Basically it means thanks for letting me know.  You gave her a head start or let her know that something is coming.
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