Here are some theories about what we have seen on the show and on what may happen next season, from here:
Giving it a Clue in the Winnebago - ATZ Forums
I think some are a stretch and the bit about Merle being a candidate for the father of Lori's unborn is funny to say the least, but some are not so bad. So, for your viewing pleasure...
1. When the zombies appeared in the camp, this was done by Merle as a warped sense of revenge. He could have tricked the zombies into the back of the storage area in the truck while in the city, then dropped them off near the camp and lured the zombies through the bushed to the camp and then lost the zombies, circled back to the truck and continued to drive towards a military base. Keep in mind Merle may have seen the Helicopter as he was hooting as zombies on the rooftop. Keep in mind he would know about survival in the bush much like his brother.
2. Yes Lori is pregnant. By whom is a mystery. Hopefully Merle is not the father. Could the father be Shane as this woman could have been the one he was dating in Episode 1 but was not getting a long with. Yes, it is a stretch.
3. Dr. Jenner did not tell Rick about his wife and Shane as I highly doubt he would overly care or be watching the cameras in the different rooms. I do think Dr. Jenner told Rick about an alternate fuel source close by or perhaps about the Military base still being intact, hence the opening scene of Season 2 Episode 1 as they drive towards to Military Base. We have not seen the last of Merle.
4. A love relationship will evolve between Rick and Andrea and the show may elude to this ore in the second season. Nothing will happen of course until Rick finds out about his wife's previous relationship with Shane.
5. Daryl Dixon is an odd character that is seemingly neutral towards the rest of the group. Upon Merle's appearance in Season 2, Daryl will have to make a choice between loyalty to his brother and loyalty to the group.
6. Jim will make an appearance in Season 2 as a zombie either walking down to road towards his hometown or already reunited with his family all as zombies.
7. Morgan and his son will be in Season 2, perhaps encountered by the group in Rick's hometown. Morgan will still have not killed his zombie wife but may at some point in order to save or help the group. Morgan will die in Season 2 in some heroic fashion.
8. Morales and his family may possibly make an appearance in Season 2, but very likely as members of the walking dead.
9. There is a cure to the infection as long as you are still living when administered. This may show up in Season 3.
10. Merle will be killed in Season 2 by his own brother Daryl. Unknown if Daryl will die as well.