The Mandalorian takes place during the fragile era between the fall of the Empire and the re-establishment of the New Republic. Most of the planets that Din Djarin and the Child visit are also set on the Outer Rim, which even during the golden age of the High Republic is a lawless frontier at best that brushes borders with the chaotic expanse of the Unknown Regions, which is where the remnants of the Imperial Fleet retreated for thirty years.
As Season 2 of The Mandalorian will feature Mando exploring the galaxy, this makes it the perfect season to shed light on how the First Order and the Final Order came to exist. Furthermore, it could provide insight on what they were doing during the decades between The Return of the Jedi and The Force Awakens.
The Rise of Skywalker showed that what remained of the Imperial fleet had splintered into two distinct groups. The First Order is led by a series of pragmatic admirals for most of its existence, while the Final Order is directly under the command of a reborn/cloned version of Emperor Palpatine from Exegol. The latter is also a interested in cloning experiments. This interest is not shared with the First Order, who've shifted to kidnapping children for soldiers as opposed to relying on clone troopers.
However, there's one significant point where the Final Order and The Mandalorian connect. Moff Gideon and his scientist, Doctor Pershing, are after the Child, who's one with the Force; therefore, he has a high midi-chlorian count. As any fan who's watched the prequels knows, midi-chlorians are so powerful that they can create and sustain life on their own. In fact, they were the focus of Darth Plagueis' studies, who died right before mastering eternal life.
In The Rise of Skywalker, there's a surprisingly efficient army of Sith cultists who managed to resurrect and preserve Palpatine, as well as an impressive armada. Meanwhile, The Mandalorian introduces Moff Gideon, an alleged Imperial remnant who will do anything to capture the Child; however, Moff Gideon could be much more.
Several years have gone by since the fall of the Empire, and most of the stormtroopers shown are either dead or rusting away. In contrast, Moff Gideon's death troopers don't seem impacted by the power shift, as seen with their advanced armor and weapons. Moff Gideon also is doing better than should be expected, piloting a top of the line X-Wing. He also hires every bounty hunter available to find the Child, despite money being tight for most of the Outer Rim.
He has the confidence of a man who has several back up plans, not the the desperation of a defeated general cut off from his resources. Plus he's unfazed by Force-sensitives, despite them being incredibly rare. While none of these clues conclusively signal an allegiance with the future Final Order, all of them point towards a connection between their aligned interests at the very least.
Along with this, the trailer for Season 2 appears to feature a location that looks a lot like the kyber crystal caves of Ilum, the frozen planet where Jedi padawans traditionally retrieved their crystals for their lightsabers. It was also extensively mined by the Empire, as seen on Jedi: Fallen Order. It was abandoned for a few decades before being recolonized and transformed into Starkiller Base by the First Order. If the planet that Mando and the Child visit is indeed Ilum, and Moff Gideon is following them, The Mandalorian could be the connecting piece between the two late stages of the planet.
Finally, Season 2 of The Mandalorian would be the perfect opportunity to run into a few stray darksiders. After all, if Mando is looking for what's left of the Jedi, it is very likely he will encounter the dregs of the Sith as well. For instance, fans don't know what happened to all the Inquisitors who were working under the Emperor in search of Force-sensitive children. There could also be the aforementioned Sith cultists, as well as the Sith Eternal. They could pose a threat to Mando as they attempt to bring Darth Sidious back to life, even at the expense of the Child.
Created by Jon Favreau, The Mandalorian stars Pedro Pascal, Gina Carano, Carl Weathers, Giancarlo Esposito, Taika Waititi and Emily Swallow. Season 2 premieres Oct. 30 on Disney+.