In the books, Kit is pregnant, and also a former love interest of Count Olaf. It's hard to tell from her brief appearance in Season 2 if either of those plot points will carry over into the show, but we can expect at least some of the story to correlate.
We can also expect much of Season 3 to deal directly with V.F.D. Short for "Volunteer Fire Department," members of V.F.D. are recruited at a young age, and their motives are mostly unknown, though they are said to "extinguish fires -- both literally and figuratively." As the Baudelaires discover, an event known as "the schism" happened within the V.F.D., which caused the society to splinter into two factions: the fire-fighting side (the good guys) and the fire-starting side (the bad guys). The Baudelaires, their parents, the Snickets, and the Quagmires are all firefighters, while Olaf, Esmé Squalor, and Carmelita Spats are all fire-starters. Those dueling sides make up much of the plot in the last four novels, so we can expect to see that battle play out in Season 3.
The V.F.D. are also after the aforementioned sugar bowl, which holds an important secret, but really acts largely as a MacGuffin. In the books, the contents of the sugar bowl remain a mystery, though most fans suspect it holds something that would exonerate Lemony Snicket from the crimes he's on the run for, which were in truth committed by Olaf. Though the show will probably stick to the books and never give a definitive answer, it's possible Season 3 will sprinkle in a few more clues. Sonnenfeld seemed to hint at this in an interview with INSIDER, when he revealed that the script for the series finale, "The End," will "explain a lot of questions that I think even readers had."
And what about that beguiling tease Olivia offered the orphans shortly before Olaf fed her to his lions? That Jacques' discovery that one of the Baudelaire parents survived the fire is possibly true, and that they could be located in V.F.D.'s top-secret headquarters in the Mortmain Mountains? It's definitely a whopper, and sets the stage for what could be a big reveal in Season 3. Then again, let's not forget what this series is titled…
As for the Mortmain Mountains, they'll definitely make an appearance next season, as they're the main setting for The Slippery Slope. As fans of the series know, each book takes the Baudelaires to extravagant new settings. In addition to the mountains, we can expect to spend time with the orphans on a submarine, in a hotel, and on an island, which is where the final story takes place, and is a location that contains even more history about their parents.
We'll find out how much of the books makes it to screen, and if any major changes were made, when A Series of Unfortunate Events returns to Netflix in 2019.