WARNING: The following contains spoilers for Season 3, Episode 4, of Westworld, "The Mother of Exiles," which aired Sunday on HBO.

Westworld is what's known as a "puzzle box" show, a series where the narrative hides a mystery for fans to solve. Each episode provides clues to the truth of the situation, carefully hidden in plain sight. This way, viewers will stare right at them without comprehending the double meaning. Once the solution is revealed at the season's end, fans can then go back and watch, enjoying all the road signs they missed the first time.

Related: Westworld: Serac's Connection to Delos, Explained

Westworld Season 1 was entitled "The Maze." Though the name referred to a child's maze that triggered memories, it also applied to the puzzle fans were trying to solve, a maze of intertwined timelines, as Dolores retraced her steps to discover the truth about who she was. Season 2 was called "The Door," and it presented an even more complex jumble of intermixed experiences happening over two weeks, as the doors of perception caused the characters to question the nature of their reality.

But, so far, Westworld Season 3, "The New World," seems straightforward, as if exiting the park caused the confusion to fall away. But there's a growing theory nothing is as it seems.

The New World

The subtitle of this season ostensibly refers to the world outside the park, the real world. As far as the show has been concerned, Dolores left, disguised in the host replica body of Charlotte Hale. Once in  the real world, three months before the current series, she went to Arnold Webber's old house, where Ford has set up a host creation machine. There Dolores created herself a body, created Bernard, and one assumes, a copy of Musashi, and, eventually, a host replica of Connells.

When Serac takes Maeve to Arnold's house and shows her the now-drained machine, he declares that what happened here was something Rehoboam had not accounted for. It was the triggering incident for him to have Maeve's control unit stolen, as Rehoboam's initial algorithmic models pointed to her as an essential figure in this divergence.

But fans are not convinced that everything we see is in the real world. They're not even sure Serac's visit with Maeve to Arnold's place is taking place there.

Related: Westworld Theory: Who Else Does Serac Have in His Vault?

The Mirror World

In Episode 3, "The Absence of Field," Dolores reveals to Caleb that she knows everything about him via Rehoboam. Rehoboam modeled his whole life out in "a mirror world." That is, a complete virtual replica of this reality is contained inside Rehoboam. As a computer program, Dolores can also seamlessly interface with real-world security systems, banks, rental offices, etc. What's keeping her from working inside Rehoboam's mirror reality?

The idea events may be happening in both worlds is significant because Serac has never been seen in the real one. Hale's assistant Irene refers to him as someone who doesn't exist, a black hole whose presence can be inferred by the absence of space. When Charlotte meets him, she only sees him through interface glasses. Everyone else deals with his assistant, Martel. The only person who's seen him in the flesh is Maeve, and it's not clear that she's in the real world either. For instance, how did Serac make her a body? Moreover, how did he get her into that restaurant where he brought her online?

Related: Westworld Theory: Who Else Does Serac Have in His Vault?

The Two Worlds

Charlotte in Westworld Season 3 Episode 3

But the real clue comes from a pair of Charlotte scenes in Episode 3, where the two realities don't quite line up.

Episode 3 begins with a scene fans will remember from Season 2: a frantic Charlotte forcing a host to bring itself online so she can record a message to her son, Nathan, in case she doesn't make it out alive. The first time the host watches Hale's video (around the 38-minute mark) the audio plays this:

This is Charlotte Elizabeth Hale. This is a message for Nathan. Nathan Hale, my son, I love you so much, buddy. The night that I left, you, ah, you wanted me to tuck you in and sing you a song. Tuck you in and sing you our song. So I'm going to sing it to you now, ok?

She then shakily sings the first two lines of "You Are My Sunshine."

But that's not the only time the host inside Hale listens to the recording. At the end of the episode, she watches it a second time. This time, it's the unabridged version, and far more emotional.

This is Charlotte Elizabeth Hale. This is a message for Nathan. Nathan Hale, my son, I haven't always been there for you. There's so many things I need to say. This might be the last time that mommy gets to talk to you. I love you so much, buddy. I am so proud of you, and I am sorry. I am so sorry if I ever made you feel like you weren't the most important thing. I was trying to build a life... for us. And now I realize none of it even matters. The night that I left, you wanted me to tuck you in, to sing you a song, our song, but I didn't have time, so. So I am going to sing it to you now.

Unlike the first version, Hale is in tears by the end of "You Are My Sunshine," her voice breaking as she sings almost the whole song.

Fans believe these two different recordings exist because these are two different worlds. The first scene is inside Rehoboam's Mirror World, where the gist of it resides, but not the emotional component, as Rehoboam is either unable to process it, or discounts the importance of it. The second (which directly precedes Charlotte's meeting with Serac where he does not appear in person) is in the real world, with the actual recording Hale made in the park that night.

If this theory is correct, Westworld Season 3 is playing simultaneously in two realities at once, and the puzzle box mystery this season is which scenes are which. Viewers are going to need to keep a sharp eye out to figure out what is reality and what is a mirror image.

Airing Sundays at 9 p.m. ET/PT on HBO, Westworld stars returning cast members Evan Rachel Wood, Thandie Newton, Ed Harris, Jeffrey Wright, Tessa Thompson, Luke Hemsworth, Simon Quarterman and Rodrigo Santoro, joined by series newcomers Aaron Paul, Vincent Cassel, Lena Waithe, Scott Mescudi, Marshawn Lynch, John Gallagher Jr., Michael Ealy and Tommy Flanagan.

Next: Westworld: What Rehoboam Actually Is - and Why It's So Dangerous