Who is the Mandalorian? (And is that even important?)
Pedro Pascal apparently leaked the "real" name of the Mandalorian a couple weeks back, which does suggest we'll have more forge-flashbacks or maybe even a full sequence where we see Mando as a child rescued by the Mandalorians. So far, we've seen people in red robes being blasted by battle droids, then Mando gets hidden in some sort of box, before a battle droid finds his hiding spot. Presumably we'll return to see the conclusion of that scene where the Mandalorians show up to take in young Mando as their own. The Mandalorians don't seem to be big into names, even amongst themselves, so it probably never came up.
The "real" name mentioned is not one from deep Star Wars lore, it's just a person. Not only is it just a person, but it's a person the whole Enclave of Mandalorians risked their necks for last week as if he was one of their own.
Before "Chapter Four" delineated clear consequences for Mandalorians removing their helmets (basically, they're shunned by the Enclave), it seemed more possible that they were using our Mando as a weapon because he was especially good at battle -- a Mandalorian at heart, if you will. But the helmet rules make this seem like an honor. We haven't seen the foundlings yet (that we know of), but maybe not all of them are forced to wear masks? Maybe he's an honored warrior that protects a culture.
The unveiling of our Mando's signet would be a fitting way of establishing identity given it seems very likely we will not see his face by the end of the first season (there will be a second season of The Mandalorian and the rules seem very clear about taking off the helmet), but it's a toss up as to how important the real identity of our Mando is.
At first it seemed like this show was going to side-step the Force entirely, but then the kid used it in episode two. Is it possible that the attack Mando's parents died in was somehow related to the Purge? There are B2 battle droids acting as the aggressors, which means this happened before the Empire seized control of the Republic. It seems unlikely given what we know about Star Wars canon that Mando was a Jedi on the run, but it wouldn't be out of character for him to have once been a Force-sensitive child.
According to the Clone Wars animated series, all babies have the potential to access the Force, which is why Jedi training begins so young. It also meant that all Force-sensitive children were hunted down by Darth Vader and the Empire after the fall of the Republic, so it would actually be beneficial if one could "age out" of being a Force user.
If we had a "man with no name" Western trope for season one, how long can we ride that character development? The first season is going to get a gimmie thanks to the absolute success that is Kid Green (Baby Yoda), but can they keep us waiting between seasons without us knowing who the Mandalorian really is? Seems like a big ask... unless we have to sacrifice knowing that info to keep Kid Green alive. If the final episode of The Mandalorian ends with the baby dying, we -- and I cannot stress this enough -- will riot.