Beware, there are some tiny details here, so it might come of as extremely nerdy. Also, this is long, but I personally think there's a lot of interesting stuff here.
THE ARTIFACT
On the Blizzcon 2010 lore panel, lead writer Brian Kindregan was asked about how an artifact as ancient as the one used by Raynor and the Dominion could possibly have the effect it had on Kerrigan, considering she was born after its creation. The whole thing seemed like a bit too convenient and a bit like a deus ex machina, the guy asking the question said, to which Kindregan answered, "That sounds remarkably convenient, doesn't it? I wonder if it has occurred to you that the transformation might be a by-product of something else, a side effect, of something else the artifact is doing?" Naturally, he didn't say much else, but it's definitely something to speculate over. What could he be referring to?
Hanson says adjacent Protoss would be killed by the artifact. Warfield says it pulses on a subsonic frequency (or, in other words, a sound too low for humans to pick up), and Hanson also mentions that the crew has heard voices aboard the Hyperion. Could it possibly be a communicating device which affect mainly Zerg and Protoss; perhaps even providing a directive for Kerrigan similar to the one given the Overmind? Quote, Heart of the Swarm preview page: "Is she still pursuing her quest for vengeance, or has her transformation given Kerrigan a new purpose?" It is worth mentioning that Raynor gets the information about retrieving the device from the Moebius Foundation, lead by a certain Narud, whose namesake Duran might have some Xel'Naga or Dark Voice connection.
KERRIGAN
Kerrigan is the main character in Heart of the Swarm, so naturally she needs to be discussed. She has become human again, although she still has those Zerg dreads, and is able to control certain parts of the Swarm. Earlier this year, a lot of sites got to visit Blizzard to see part of the expansion, and Dustin Browder and co teased a lot about why this would be the case, naturally not revealing anything resembling an answer. There are a few guesses to be made, though, if you just look really closely.
First of all, Kerrigan is now wearing a ghost suit. Where did she get this? It is doubtful she was carrying it around before becoming human again. Did she find it? Steal it? Did someone give it to her? Hard to say. I did stumble upon a small detail in one of the screenshots, though. First of all, there is something resembling Zerg cages there, which might indicate that someone is doing experiments on them similar to the ones we saw on Castanar. Now, where is this place, exactly? It is clearly an installation, but the tiles used does not exist on the Castanar tileset in the map editor, which might suggest Blizzard made another tileset for another place. The video also shows zerglings. I mention this because, in WoL, the upgrade videos would use the environment units were first found in (Marauders on Monlyth, for example). Zerglings being an early unit can suggest that this installation is the first place we visit in HOTS. Also, this.
There are other clues that might suggest this. On the HOTS preview page, under the missions section, it says that "Kerrigan returns to Char determined to reunite the Swarm under her control". "Returns"? As in, she left? During the preview, Blizzard mentioned that the bit the press got to see took place some 4-6 missions into the campaign. Do we start on a foreign place, stay there for 3 missions, and then head to Char? It's not exactly impossible, is it?
MENGSK & MENGSK
Wings of Liberty introduced a new Mengsk, more specifically Valerian, the son of Arcturus. He introduced himself as someone dissimilar to his father, and as a possible permanent ally to Raynor. Indeed, when the latter confronts Arcturus aboard the Bucephalus, Valerian says, "Everything I could have hoped for". What, he wants his father dead? But what is really going on?
First, it is important noting that Narud, whose name, as you all know, spells "Duran" backwards (technically it's "duraN", but never mind that), is the leader of the Moebius Foundation. Does Valerian exactly who he is employing, or is he perhaps an unwilling tag-along? Whatever the case is, there is more going on than what first might appear to be the case.
Now, are the Mengsk opposed, or just pretending? Let's examine this by looking at Tychus. At first he is released by Arcturus, but before he meets up with Raynor, he comes in contact with Moebius. How did this happen? He just stumbled upon them? He claims they helped him escape prison, but we later learn that this is a lie, since he is released by Arcturus in exchange for working with him. This observation makes me lean in favor of the two Mengsk only putting on a show, and in reality being allies.
However, there is something else to consider, more specifically the fact that the first artifact we retrieve, we steal from the Dominion. Think about that for a second. The Moebius Foundation, lead by Valerian Mengsk, wants you to get an artifact from the very empire that is lead by his father. He couldn't just ask? If he has an agenda other than his father, then no. This again makes me lean towards them working against each other.
Of course, there might be the possibility that the Dominion character who is digging on Mar Sara isn't either Mengsk, but someone like Warfield (it's probably not Kate Lockwell). Here, I'm stepping towards some extreme and unlikely speculation. Even more unlikely is it that it is not Mengsk on Castanar, but Warfield here too. Oh, let's move on.
DURAN/NARUD
Duran didn't make any direct appearances in WoL, but his namesake Narud did. Kerrigan says she has seen through his "pathetic charade", so obviously, she has amnesia in HOTS ("What was I like? I can remember so little"). Simultaneously, Zeratul seems to have struck the virus, as he can't remember Duran creating Hybrids ("Who created this atrocity?"). But are Duran and Narud the same person? It seems likely, though it is possible that they are in fact two persons (if such a word as "person" can be used) working together. What is more interesting to debate is why he is putting himself so on in the open. Yes, he changed his appearance (or did he simply possess someone else?), but he could have changed his name to something that can't be traced back to him. This one had me scratching my head for a while, and the best explanation I could come up with, was that he is deliberately trying to draw attention to himself, for reasons I can't give, as I really don't know why he would do that. But it seems reasonable. In the Dark Origin mission, he showed that he was not afraid to reveal himself and his plan to Zeratul, which says a lot about how dangerous and/or confident he is.
Something else I've been speculating, is Duran saying that he "has had many names throughout the millennia". Could he be have been someone we know of already, like Adun? Secondly, if Narud and Duran are the same, does that mean we are selling protoss and zerg research to him in WoL? Because Narud seems perfectly happy to pay for that if you finish all the research options.
MISCELLEANOUS
The last observation is this: If you pause the teaser trailer for HOTS in the beginning, like this, it clearly shows the bottom of this. Speculate on that, if you will.