I had a few theories for the story, I've listed in order of increasing likelihood. (Tagged as spoiler in case any of this comes true) 1. Kratos is Surtur. This might seem like a stretch but the power the blades have in hellheim seems like it might indicate this and fimbulwinter starts when Kratos and Atreus return which is supposedly 100s of years early. Also, surtur is one of the key parts of ragnarok that doesn't appear in the first game. He's only mentioned a couple of times by mimir. 2. Kratos will die. I know that's sad and maybe even a little expected but I think it will happen. I really hope he doesn't but the one line at the end of the game when he says "let's finish this while I still have strength" almost makes me think that he is already dying. 3. Lastly, I think before the end of the game they will need Freya's help. One of the stores mentions a giant that whispered a secret to Freya about a vulnerability in the walls of Asgard. Perhaps she will kill Kratos and then help atreus get to asgard to fight Odin.