In fairness, creator/writer Nic Pizzolatto really did try to keep fans on the right track – he assured us early on that there would be no supernatural turn, and that the "Yellow King" references were more like Easter eggs for the amusement of those who like to play that game than anything that the plot arc was going to depend on – but speculation ran wild to an extent that I don't remember seeing even in shows that made loyal fans go so crazy with extravagantly hypothetical readings: X-Files, Lost, Mad Men, Breaking Bad, pick your poison.
There were smart predictions that came out mostly right. There were smart predictions that didn't turn out to be right but were thoughtful and worth reading. Then there were predictions that were little more than someone with a keyboard describing the state of their glands.
The smartest predictions, hands down, came from Allen St. John at Forbes.com, who got the "fire" thing wrong, but was right on most of the rest. His take may have gone largely unnoticed, though, precisely because it avoided prodigal predictions.
Amanda Marcotte at Pandagon, a favorite around here at p3, had a notion early in the series about how the arc would bend – that the "inability of the main characters to really see the women around them is going to be their downfall." And she produced thoughtful reasons which deserved consideration, although the narrative didn't go that way in the end, as she conceded. But even in her concession she kept her eye on uncertainties that the unresolved story left really hanging out there.
Then there's Zach Beauchamp at Think Progress, who actually recognized that the fellow who created and wrote the series – and who therefore ought to know whereof – has said "no supernatural," but nevertheless holds out the ruggedly counterfactual hope that he was simply being "coy." After the finale, the determined critic refused to say die (emphasis added):
Not that the show wasn't brilliantly acted, beautifully directed, and pulse-poundingly tense. The finale was all of those things, in the last case literally (my viewing partner actually timed out his rapid heartbeat). Rather, “Form And Void” revealed True Detective to be a sham in the worst way: a show that pretended to be about ideas on everything ranging from the nature of evil to institutional misogyny didn't have any.Makes one wonder how he'd have reacted if it hadn't been brilliantly acted, beautifully directed, and that third thing.
And at the bottom of the barrel there's the dreadful True Detective's Mystifying Kurt Vonnegut Connection, by Luke O'Neil at Esquire.com. (Spoiler: The notional connection is "mystifying" because it's pretty much freshman-all-nighter-on-Red-Bull free association combined with a click-bait title.) Not only is there no "there" there, but the author himself admits as much two or three times, which, as insincerity goes, is something of a tell. One could as easily prod the evidence to demonstrate that Krazy Kat provides a useful lens for watching the TD story.