I think I'm pretty much satisfied with what I've seen from the lore and the story so far. At the beginning I thought it was kind of weird that suddenly you had people form Carim, Astora, Vinheim and some references to Forossa and Mirrah. As I kept digging deeper and deeper, it seems that some of those lands disappeared long ago (Forossa) while others fell not too long ago (Astora)... what? is this thing going backwards?, both Astora and Forossa should be ancient history but while Forossa should be certainly more recent, the game threats the latter as if it was so ancient people just know legends about it, while you have NPCs in the game that actually come from Astora as if its fall happened a few years ago. Someone in this thread suggested that the time is going backwards but I believe that what's actually happening is that you are traveling through time and space as you keep walking through "Lothric".
Yes, some people have already mention that, this is not a big discovery at all, only I had always thought that it was like this since the first game. I mean, in Dark Souls I you interacted with the very first pilgrim of the Way of White and before that you'd find other members of the way of white who went to Lordran searching for the rite of Kindling that you'll recover from Pinwheel as if that had happened a very long time ago... even though you hadn't done that by the time you met Reia (?, forgot her name). But what almost made my head hurt was how rats and crows where huge, but that was not all, some doors and locations were bigger than they should be and I'm not talking about the elevators on Anor Londo (or the whole place) it was as if you were constantly changing size as you kept going from one location to another (The Tomb of Artorias, for example). I'm pretty sure it wasn't planned like that for Dark Souls II, but somehow, the geography of Drangleic kind of makes sense now ("Perhaps you've seen it, maybe in a dream, a murky, forgotten land...").
But that's not all, DSIII has given some answers about thing that people kept asking themselves for a very long time now like: Gwyn's first born. They even changed the status quo of some characters like Ornstein from "he's the only one of the four Knights of Gwyn that we've met" to "he's the only one of the Four Knights that we haven't met at all in the series".
One of the things that I don't know if somebody has mentioned here is that I think we finally know what was the role of Carim and Thorolund in the first game. Now, it seems as if Carim and its goddess Velka took over the Way of White; there's an item description where it is stated that in Carim, Lloyd's holy status was thought to be self proclaimed; that leads me to believe that they were in some kind of struggle with each other in the past. Many people suggested that the crow that brings you form the Undead Asylum to Lordan was probably associated with Velka, as if Velka was trying to punish the gods of Lordran. We don't know if that is true or not, but the Way of White in DS3 is associated with Carim, not with Thorolund. At least Lloyd doesn't seem to be as respected as before, to the point that in DSII the coins that had its image engraved are not recognized anymore.
Unfortunately, we have to wait until the two DLCs to see how much the lore will change... or perhaps the DLC will just bring more questions than answers (it'd probably be that way).