I mix of references/allusions and hints to what happens in the chapter.
For example, in my ongoing story: SUMMON! The Nameless Relic, the prologues start with Scarlet Spellcaster/Azure Dragon, the titles of the protagonists. In the Azure Side, "Thunderstruck" is the next story as an electric-themed character appears and as a reference to the AC/DC song of the same name. In the Scarlet Side, "Ancient Trials" is more straight forward. As in these are the ancient trials our protagonist must undertake.
In Grass Stage: "Of Magic and Monsters" is a double reference to "Of Mice and Men" and "Magic and Wizards" the card game played in the Yu-Gi-Oh! Manga that would later be renamed to Duel Monsters. This is when two stories converge into one.
"On the Road to Viridian City" is a direct reference to the song from the Pokemon 2.B.A Master soundtrack (and absolute banger) of the same name" because the next location is a city and the next character introduced is themed Green
finally, "Fourth Side of the City" is a reference to the City of Fourside from the SNES game Mother 2/Earthbound and the fact the pair enter the massive Starside City.
As the story goes on, the titles become more referential and allusionary. If it's too try-hard, oh well, I enjoy it and it can give a story a little more personality. As long as it gets the point/vibe across, it's all good in my book.