She's NOT called Lady Loki (yet)
Let's not call her 'Lady Loki' yet because even Natalie Portman is called 'Mighty Thor' & not 'Lady Thor'.
A Doctor Strange, Spider-Man multiverse connect
Episode 2 shows something that could lead to a 'multiverse war' involving the help of Doctor Strange & (we're getting very ambitious here) Spider-Man. Yes, Marvel fooled us as we waited for the Sorcerer Supreme to show up in WandaVision, but we're so close here.
Is there a love story incoming?
The show's trailer has already raised the question of a 'love track' between Loki & Lady Loki, where we saw them sitting together in a purple dystopian-isque setting.
What's with the gender fluidity?
Setting Lady Loki 'apart' from Tom Hiddleston's version hints at how Marvel could find an easy way out of this. Was the mention of 'fluid' just a teasing gimmick, or is there more to it?
Ravonna Renslayer’s origin story
In her office, when Mobius signs the paperwork, we see 'Franklin D Roosevelt High School' written on his pen. It's still unclear what the makers are hinting at, but that surely has to do something with this being Ravonna Renslayer's origin story.