What will Season 3 be about?
Dark is the type of show that tends to give you a headache if you start theorizing about it. There are rules to the time travel on the show: Everything is a cycle and the past can't be changed, and there's a whole lot of incest and confusing family relations, like the revelation that Elisabeth and Charlotte are each other's mothers(???). But whether you've galaxy-brained until your brain explodes, or you're so confounded by the Season 2 ending that you've given up trying to predict what's next -- everything will serve a purpose in Season 3.
In an interview with IndieWire, showrunner Jantje Friese said, "The basic idea of Season 3 was something that we already had when we started. There are also a lot of things in Season 1 hinting to Season 3. Also, we actually thought about putting some of the stuff that’s now in Season 3 into Season 2, but then decided to move it backwards. So basically now everything that’s left just falls into Season 3."
It's an extremely vague answer bound to inspire more questions, as Dark tends to do, but it's possible that Friese could be referring to the Season 2 finale reveal of multiple dimensions. Although Martha was killed by Adam in the finale, one of the final shots of the episode shows an alternative version of her arriving and telling Jonas, "I'm not who you think I am," and when asked what time she's from, she says, "The question isn’t from what time, but from what world," before she takes him… somewhere.
Now that we know some kind of alternate realities exist, we need to know 1) Where the hell Jonas went, and 2) How these other dimensions fit into the plot overall. Could their existence set the various cycles on track? Whatever the case, they're certainly going to be important.
It's also now clear that the true villain on the show is Adam, who is Jonas himself (of course, because why wouldn't he be?). While he intended to undo time by setting off the apocalypse, we have to wait and see how he arrived at this world-shattering passion project of his, how he became so weathered and hardened (he did just kill the love of his life), and if Jonas, in this dimension or another, can somehow stop him.