I just finished WoA, and only read through MB1 a couple weeks ago, but I had a few thoughts.
How did Rashek know what to do when he reached the Well? Or did he *not* know what to do at the Well and decided to take control for himself? The idea that he didn't know what to do at the Well doesn't sit well with me (pun not intended) because the Final Empire seems too deliberate for there to be no deliberate action on Rashek's part. However, I also find it hard to believe that Kwaan would have told Rashek to leave the world as he eventually did. I wonder if we'll get Rashek epigraphs in MB3.
This, I think, touches on the big unanswered questions about the metaphysics of the Mistborn-verse. Normally in fantasy novels, there's a prophesy and it's fulfilled, albeit in a circuitous way. Here, we don't even know if the Hero of Ages prophesy existed or if it was created by Ruin during some millenial cycle or another. Further, how does sensing the Well tie into the Hero of Ages prophesy? Both Vin and Alendi seem to have sensed the Well--which could imply that Alendi was indeed the Hero of Ages. But if Alendi was a Hero of Ages then Kwaan also made a mistake by having Rashek kill him.
This brings me to my pet loony theory is that Ruin has to be released at the Well--despite Kwaan's account--in order to save the world. The sense of wrongness about Rashek's Final Empire implies that the way to defeat Ruin isn't simply to use the power at the Well. The Hero of Ages must do something with the power, but what?
The magics of Mistborn-verse seem key to this. The Deepness can't really be understood without Allomancy, but Allomancy didn't exist until after Rashek took the power at the Well. Ruin seems to have power of Feruchemy but not Allomancy. I think one important question is whether Hemalurgy also was created at the Well. Or another way, are Allomancy and Hemalurgy like the Kandra/Koloss dichotomy, embodying the two sides to the world's mythos?
The Mist Spirit is another character that seems questionable in the Ruin/Preservation mythos. If it is connected to Ruin, as the jacket tag for MB3 describes, why did it show Vin how to save Elend?
Lastly, on Kwaan, isn't in interesting that we don't know his fate? Was he killed when Rashek remade the world or did he survive into the Final Empire?