WMG: Etrian Odyssey

Guns are a recent invention.
Very recent. In fact, the technology to make guns, gunpowder, and bullets were taken from the ruins of Shinjuku within the Labyrinth of the first game. Found, studied, and sold. Within a few years they have become popular weapons in some circles, becoming common enough to be sold in shops by the time the second game comes around.
  • And if was done in Etria between the two games, this could explain why Heroes of Lagaard claims your password-carried Guild saved the town. They suggested it, and it saved Etria's economy! Though it could be an Ambiguous Situation, since no one states the final fate of Etria in the second game.

Dark Hunters learn their techniques by studying salvaged "technique magazines".
They generally aren't aware of their "original purpose", though clearly more than a few might suspect that their techniques weren't always used against monsters... But that sort of thing got lost in translation, After the End.

Etrian Odyssey III has an all-new roster of heroes because plot-wise, the player's Guild from Heroes of Lagaard can't return. And they won't, because...
While your Guild could easily make the jump from Etrian Odyssey to Heroes of Lagaard, certain endgame events make such a reappearance unfeasible — mainly, their 'involvement' in the immortality project. While your heroes are meant to be blank slates and everything about them hinging solely on your imagination, that sort of ending demands some sort of follow-up if they return... which is exactly why they won't.

Regardless of whatever path they decided to take with it, it'd be impossible to please everyone — what might work as "perfectly in character" for some players' Guilds to do would invariably prove "horribly OOC!" for others. End result: one majorly Broken Base, something a niche series like Etrian Odyssey can't afford.

So while some mention might be made — possibly even allowing your Guild in III to be inspired by them, a distant branch, descendants or cousins or what have you — they won't enter into the main plot so as to avoid another Chrono Cross-ish incident.

Playing the Third Game Will Have Actual Physical Side Effects
When I saw the first info, screenshots, and trailers, I couldn't help but feel something bad might happen when playing. This is aside from the headbanging difficulty. Having an unexpected third installment to a much beloved series with the ability to be on a boat would be really exciting.

In EO III, all the inhabitants of Deep City are Yggdroids
The Abyssal King mentions that the Deep Ones feed on human emotion, which is why he cut off contact with Armoroad. Since Seyfried himself is an Yggdroid, we know its possible to transfer your consciousness into an Yggdroid body. Likely all the people who came along with him had their consciousnesses transferred into an Yggroid body as well.

Agata or Hypatia was revived once the body was brought back to town.
Why didn't they just ask someone from your party to do it? Agata's too much of an Idiot Hero and Hypatia was too griefstricken to think of it.

In the upcoming Fourth Game, the Labyrinth itself will be the Large God.
The games in the series seemed to have a pattern going, in which an element from the previous game turns up in the next. In the first game, Visil was revealed to be the man behind the Yggdrasil Project conducted nearly a thousand years ago. In the second game, the Overlord was experimenting with humans with the Holy Grail to try to grant immortality to other humans, which Visil in the first game had in Type II form, and uploaded himself into a machine to continue his experiments. The third game has Abyssal King Seyfried, who uploaded his consciousness into a mechanical body around the time of the Calamity, similar to the Overlord. Since the Sixth Stratum boss of The Drowned City was Abyssal God, the Man Behind the Monster Lord and was the actual Sixth Stratum, it would make sense to bring that on a much larger scale in the fourth game, considering the Japanese subtitle, translated, is Legend of the Large God.
  • Correct, the games final boss, the Heavenbringer, is the humanoid form of Yggdrasil. And it seems the whole thing will come full circle with the Remake of the the first since there is quite a bit of stuff on the Yggdrasil Project in the last few parts of the fourth game.

At least one of the Special Classes will require the skyship to unlock.
While exploring with the skyship will still be optional, like sailing was in III, there will still be much more to do with it... including discovering the Hidden Elf Village of one of the Special Classes, enabling you to convince some of them to support your cause.
  • Confirmed, but only because all three classes that aren't unlocked from the outset require you to continue the story, which you need the skyship to do.

The Vessels are distantly related to the Forest Folk.
And they know what happened to them.

Future Class Speculation
Guesses for what sort of classes could appear in EO V and beyond go here!
  • Exterminators: Consummate hunters with several skills suited for luring out, manipulating, and fighting F.O.E.s. May be a Special Class that is only unlockable by progressing far enough in their game's plot, or even as part of a branching path (where the Exterminators are Well Intentioned Extremists out to tame the wilds of Yggdrasil).
  • Jesters: Combination Buffers and De-rezzers who raise their party's morale and taunt enemies. Could also send their allies into berserker rages.
  • Minstrels: Spellcasters who harness the elements through Magic Music. Distinct from Troubadours in that they focus more on using songs to alter the enviroment itself, by calling in things like cold breezes, choking heat and booming thunderstorms.
  • Researchers: People who study Yggdrasil in order to unlock more of its secrets. Serve as either Medics/Alchemists who also double as their game's best item harvesters, for obvious reasons.
    • Alternatively, they're mad scientists who explore Yggdrasil in order to further their studies. Their knowledge of chemicals makes them surprisingly good healers and buffers. In a pinch, they can inject themselves with Psycho Serum, which greatly increases their stats, but at the cost of health per turn, until either the researcher dies or the battle ends.
  • Riders: A class who travels on a horse or other creature, they can fight on its back or choose to dismount and let their companion temporarily take the sixth slot (though allowing them to get knocked out renders them unusable for the rest of the battle).
    • Alternately Cowboys/girls. They'd wield guns/rifles and would be able to do binds via lassos.
  • Scribes: Badass Bookworms who can invoke the elements with the written word, carrying books or scrolls at all times.
  • Tricksters: A high agility class with limited access to healing abilities. They can use any weapon that isn't specific to one class.

Simon and/or Raquna are Arthur's adoptive parents, at least in spirit.
The writer of this apologizes for speculating before getting anywhere, story-wise.
  • Compare Arthur's, Raquna's and Simon's in-battle dialogue, and you might notice that they have some lines in common (for example, both Simon and Arthur might say "Have some healing.", and Raquna and Arthur may say "That was a bree~ze!" and "What a breeze!" respectively). Meanwhile, the out-of-battle dialogue often involves Raquna and/or Simon basically talking with Arthur in a manner reminiscent of conversations between fed-up parents and their bratty children. The reason I say Simon or Raquna is the lack of Ship Tease between them.
    • Somewhat. Arthur seems to look up to Simon considerably due to being saved by him as a child, something that's even demonstrated when he calls out Simon's name during his death quote.

The third and fourth game are set on entire different planets.
In the third game, Yggdrasil is said to have come form outer space, whereas in the fourth game we have Tharsis. Looking at U and how it points to an Earth much worse in its state than what we have right now, it's entirely possible that humans of old settled on other planets, therefore 4 is set on an inhabited Mars, while the Yggdrasil in 3 is one of the seven from Earth (as there has been no way to take care of the other 5 cores. Implying Earth has been devastated by the time of 3.)
  • I agree about 4, but the world map of 3 is obviously the South China Sea between Hong Kong, Borneo, and New Guinea.

The Hero in Untold 2 is one of the Overlord's experiments.
His regular form looks very similar to Canaan, and his transformed portrait has a further resemblance, having horns and claws. It could be that the Hero was one of the less feral failures in the Overlord's research for immortality, and the game will involve either the Hero trying to understand how he attained this transformation (if an Amnesiac Hero or didn't know about it) , or confronting the Overlord for doing this to him.
  • Close. He's the experiment of a woman who used to work alongside him. He helps further the Fafnir's transformation after his boss fight by giving him the Grail of Kings.

Untold 3 will have more than 5 storyline party members.
However this is because they will split along ideological lines when the paths diverge. One set:
  • The Lancer and The Big Guy are too intent on killing Olympia in revenge - personal or for lost comrades - to consider defecting to the Deep City,
  • The Smart Guy is too intent on spreading information to agree to Seyfreid's vow of secrecy.
  • The Chick is loyal to Gertrune

The other set: