I want to know more about:
Demise. With him, we can finally tie all the villains in the Zelda series together. I want to see Nintendo make good on this and incorporate him more in some fashion into future games, as in having the backstories of future villains be tied directly back to Demise. Plus, just where the heck did this guy even come from!?
The Ancient Robots. Out of all the new creatures SS created, these ones most deserve to be reincorporated in some fashion in the future.
King Hyrule. We saw bits of his personality in WW, but I want to know just how he got that way. I'd really like to see some kind of flashback sequence where we can play as the King during the flooding of Hyrule so we can see what he does during the attack on the castle, and the events just before that.
King Zora. How did he get so fat!?
And of course, the Sheikah. So mysterious, one question gets answered, two more pop up.