The city in which the Great Devourer is located in is called Ouroboros. It is also the position in which the Great Devourer is both found and defeated in — with its tail in its mouth. An ouroboros represents a cycle. Lloyd also has an ouroboros as his symbol.
Nya's favorite color is blue. The only known image of her mother shows her wearing blue. Images of Kai's father in the same book at least suggest that the outfits in those illustrations are those characters' default outfits.
The title "Masters of Spinjitzu" not only describes the four Ninja, it also refers to The First Spinjitzu Master and Lloyd Garmadon, who becomes the new Spinjitzu master in Episode 26.
Unless he commits suicide or wipes his memories again...which wouldn't really be better, but still.
The description for Ninjago Vol 9 says the Nindroids try to lure Zane to their side, throwing his loyalty into question. Then you see the description of Vol 10 and it doesn't list Zane with the other ninjas.
How exactly did Lord Garmadon have a son? He became evil when he was a child, and Lloyd looks like he's about eight, and who exactly would be willing to have a child with the lord of all evil? For that matter, if he's apparently older than Sensei Wu, who looks like he's ancient, how would that even be biologically possible?
To make things even more confusing, Lord Garmadon was trapped in the underworld for several decades, judging by Sensei Wu's own age. How did he get back to the world of Ninjago to have a child in the first place when he was stuck in another dimension?
Maybe Lloyd wasn't born in the traditional sense and was created by magic or something.