- When the Terminator asks Kate if she's OK near the beginning of the movie, she tells him to drop dead. The Terminator's response, after a beat, is "I am unable to comply." This sounds like a simple gag at first, but there's actually a lot more behind the statement. As is revealed later in the movie, Kate was the one who reprograms the Terminator in the future, meaning it has to follow her orders. However, as the Terminator in the second movie states, it cannot destroy itself. So the Terminator wasn't making a quip, it was stating that it could not follow her order.
- Kyle Reese speaks of John Connor as someone who salvaged the mess humanity was in and organized a resistance against Skynet's robots. The first two films have him Shrouded in Myth, leaving the "how" ambiguous. This movie provides a credible explanation. His girlfriend's father is a general in the American military, and once John convinces him of the threat, he sends his future son-in-law to the perfect place take charge in the aftermath. The Stable Time Loop is still in effect. Every terminator Skynet sends only leads it closer to its own gallows.
- While the Happy Ending Override of the Terminator 2: Judgment Day had its detractors, it makes sense realistically that Cyberdyne would avert No Plans, No Prototype, No Backup due to the bleeding-edge technology they're reverse engineering. Technology this advanced would be too good to ignore backing up to a remote site. Plus, the attack on Cyberdyne would make headlines and serve to emphasize how valuable this technology is to the US government, kickstarting the recovery from this setback.
- Furthermore, with Miles Dyson having become (by the government's definition) a terrorist for taking part in the destruction of Cyberdyne's property (both directly and indirectly), his computer and hard-drive, as well as any other material relating to Cyberdyne's reverse engineering project (and Dyson's own properties), would have been seized by Los Angeles Police Department detectives in their investigation of the event. It wouldn't be far-fetched that the LAPD would've eventually turned these files over to the US Air Force (as Cyberdyne isn't mentioned in the film, it'd be implied that they were defunct by 2004), who would go on to finish the project leading to Skynet, and the events of the film. Essentially releading to it's creation, and maintaining the Stable Time Loop.
- Let's not forget that the prior T-800 who sacrificed himself has his arm stuck in gears, but the movie never has them check to get rid of it. Who's to say someone wouldn't find that to pull a Stable Time Loop like with the original T-800's severed arm?
- At the start of the movie, we see what happens when The Chosen One seemingly averts their own destiny. John Connor is simply drifting, having no purpose or real use for his upbringing now that as far as he knows, Judgment Day will no longer happen. However, he can't settle down, just in case there's another Terminator out there.
- Future!Katherine sent the Terminator who Killed John as their protector, she did so, because she knew her past self would ask the pertinent question "How did John Connor die?" And it would provide exact details, thereby allowing them to possibly avert it.
Fridge / Terminator 3: Rise of the Machines