We use determinantal quantum Monte Carlo simulations and numerical linked-cluster expansions to study thermodynamic properties and short-range spin correlations of fermions in the honeycomb lattice. We find that, at half filling and finite temperatures, nearest-neighbor spin correlations can be stronger in this lattice than in the square lattice, even in regimes where the ground state in the former is a semimetal or a spin liquid. The honeycomb lattice also exhibits a more pronounced anomalous region in the double occupancy that leads to stronger adiabatic cooling than in the square lattice. We discuss the implications of these findings for optical lattice experiments.