So, the mystery of is Farsight still alive? Yeah not so mysterious anymore, is it? His sword's exact nature is a life stealer, and that has allowed him to live for 300 years. I can imagine some will object to having a final answer in the "is farsight dead?" conundrum, but I personally think this is a great step, filling in details. We can't live with the same mysteries for forever, you have to keep the story's focus changing. Now that they are doing micro-dexes GW have such a huge opportunity to give every little group or faction its due.
Personally I want to see:
Mechanicus allies for IG, this probably won't happen though because they will get their own book. They are technically available to Grey Knights, in that Warrior Acolytes can be skitarii, but overall I want a rules legal dedicated Mechanicus force.
Death Guard, certainly on the horizon, as nurgle is probably the most popular of the chaos gods in terms of overall sales.
Iron Warriors, There's so much you can build on!
An inquisition minidex for the GK book maybe, since you could just add a few units, let them take warbands as troops and be done with it.
Deathwatch? Would go nicely with an Inquisition army, as it would offer some tougher troops.
Another thing? I've heard this rumor about an Inquisition game coming this fall, and that makes me think there could be a wealth of new models in the mechanicus/inquisition/deathwatch theme in the near future.
What expansions do you want to see? What secrets do you think should be explored and maybe revealed? The've already said they won't move the story forward into the 42nd milennium, sad honestly, because I want the story to move on, maybe kill some more characters? etc.