One of the main ideas behind Terminator 1 is that the future can't be changed. Terminator 2 changed it so you can change the future. Terminator 3 followed Terminator 1's path where Judgement day is inevitable.
This makes the first and third movies much darker than the second. The whole idea that the world will end soon, and there is nothing you can do about it.
Edit - One of the things I didn't understand about Terminator 3 was why was Kate Brewster's father a target? The targets were supposed to be Connor's leutenants. But the cyborg told Connor that the Mojave area would sustain massive nuclear fallout and he would not live if he went there. But Kate Brewster's father was there... so he would have died... right? So then why was he a target???? My head!
You are incorrect, sir. T2 did no such thing. T2 simply expressed the hope that you can change the future.
I'm just going to explain my understanding of the Terminator timeline theory so you know where I'm coming from.
It works exactly like this in the Terminator series (T1 and T2): Time is cyclical. Whatever has, is and will happen has always been that way. Nothing is changed, ever. There is no beginning, middle or end. Kyle is ALWAYS John's father, because he is always sent back in time.
It's only confusing if you try to assume there was a starting point for the John that sends Kyle back (as if there were a 'first' time). That there has to be some version of John that existed before he sends Reese back to fuck Sarah. Nope. John has always been the son of Kyle and Kyle always fathers John. Time doesn't have a beginning or ending point in this universe. Time is and has always, continued to go around in a loop.
Thus, in T2 it is revealed that most of Dyson's work was based on the chip from the first Terminator. Then how was the first Terminator originally built that his work was based off? Well, it came from the work of Dyson, of course. Time is cyclical.
Judgment Day, whether Sarah and friends attempt to change it or not, is triggered on August 29th, 1997 at 2am eastern time. Every time. Every go around. It always happens.
And then in the future, Skynet sends the first T800 back to kill Sarah, whilst the resistance sends Kyle through the portal after him, then blows the factory.
Skynet realizes at that instant it failed and constructs a new time displacement field in 2029, and somewhere in the interim, the resistance has captured a T800 and reprogrammed it and we have this T800 go to the year 1994 to stop the T1000.
Only John in the future knows that they're going to try again in 1994, but he knows if he sends the reprogrammed T800 back, it will work out fine, because it already has. Because all of that is set in stone.
Much to the dismay of Sarah and Kyle's best hopes, the future is set. Judgment Day will come and John Connor will always lead the resistance to victory.