If you are trying to guess what industry you will get your case from, the good approach would be:
1) Think about the country in which you are doing your interview, what are the biggest industries there? (e.g. Russia: Energy, Transportation; Australia: Mining, etc.)
2) Try to get a basic layman understanding of those industries (read wikipedia, watch documentaries). By the basic understanding I mean: what do these industries produce/what services do they provide? Who are their customers? How does the revenue structure look like? How does the cost structure look like? What are the biggest challenges in the industry nowadays?
The reason it works is that all McKinsey consultants base their cases on their real-life consulting experience. Even though many of the consultants work globally, the chances are if you follow this approach you will be able to guess at least some of the industries you get during the interview :)