Tony went to meet Dr. Melfi before heading to Holsten's, it's the scene where she tells him that she is no longer seeing him as a patient because therapy is useless on sociopaths. And as we found out earlier in the series; season two I believe, Carmine Lupertazzi and many of the New York mobsters knew Tony was seeing a shrink for his "Episodes" as they put it. So, it's very possibly that someone tailed him, waited for him to enter the restaurant, saw Carmella enter and knew that they were gathering there for dinner, waited for A.J to walk in and followed him in and in the words of Paulie "On it goes, this thing of ours".

I love hearing all the theories though, it makes for great conversation. I could see The Sopranos become a staple in English Literature classes in the future. It's rife with symbolism, theory and so many other things that great literature is known for.

Here's some standard operating procedure. Stay the fuck away from Tony Soprano, shut the fuck up and listen. It's over. Capisce? Over and done. You call, or go anywhere near him or his family and they'll be scraping your nipples off these fine leather seats. And here's the point to remember: my face is the last one you'll see, not Tony's, we understand each other? It won't be cinematic.