Does season 2 have any connection to season 1 other than the name of the show?
I could be mistaken, it's been awhile since I've watched season 1, but didn't they allude or reference an old case Lou Solverson dealt with in his working years? Perhaps this season is about that case.
EDIT: yep, from a wiki I found:
In 1961, Lou became a Minnesota state trooper. During the winter of 1979, Lou worked on a task force in Sioux Falls, South Dakota with Ben Schmidt for a violent crime. In fear for his family's safety, Lou stayed up one night sitting on his front porch with a shotgun in freezing weather waiting for "something" to arrive. During this time, Lou pulled over some criminals responsible for stealing a snowmobile and was shot in the hip, leaving him with a permanent limp. He retired with full pension.