The Last Kingdom is a Netflix original based on The Saxon Stories novels by Bernard Cornwell. Every season so far has been based on two books, so it's a safe bet that Season 4 will be adapting plots from The Pagan Lord and The Empty Throne.
At the end of the Season 3 finale, Uhtred and Brida saved Ragnar's soul by killing his assassin Aethelwold. Are the former lovers now friends again or is there more trouble brewing on the horizon? Uhtred swore his allegiance to the young King Edward and Wessex in an emotional speech. This sets up a potential conflict between his loyalty to Aethelflaed and his oath to Edward. We still haven't seen Edward crowned as King so it's possible we could see his coronation in an early episode next season.
The combined forces of Mercia, Kent and Wessex crushed the Danish invasion led by Cnut and Haesten. Although the Danes were routed, they will definitely regroup and be back for revenge in the future. The death of Alfred has left a massive political vacuum which enemies from all sides will be seeking to exploit.
Filming has recently started so a late 2019 release for Season 4 is very likely. Here's what fans must see in Season 4, as well as a few things we can expect to happen.