Attack on Titan's season 3 finale episode "Beyond the Walls" was less about tying up the various story and character threads of season 3, than it was about setting the stage for an bold new world to explore in season 4. By exposing the true history of the Titans and the Walled nation of Paradis Island, Attack on Titan pointed its protagonists in the Survey Corps (Eren, Mikasa, Armin, Levi, Hange, etc.) towards a new target: the nation of Marley.
There's nothing left to uncertainty in the final scene of Attack on Titan season 3: looking out over a sea he's just seen for the first time, Eren Yeager points across the water with the solemn realization that only enemies and bloodshed are waiting out there for them.
The word "Marley" was floated in Attack on Titan season 2 as part of the mystery surrounding Reiner, Bertholt, Annie, Ymir and the Special Titans - but it wasn't until season 3 that we got the full reveal of just what a crucial part of the story Marley really is. As it turns out, Marley was a nation that was once advanced and powerful - that is until Ymir Fritz unlocked the power of the Titans, giving birth to the Eldian Empire after her death. Eldia conquered Marley during its campaign of world conquest, with conflicting reports (from both the Eldian and Marleyan camps) about just how brutal the Eldian conquest really was. In any event, the Marleyan people remained under the heel of conquer until the Eldian Empire collapsed in the civil war known as the "Great Titan War."0comments
When the nine aristocratic families of Eldia started fighting over the powers of the Nine Special Titans, it gave Marley the perfect opportunity to rise up again. The Marleyans played the Eldians against one another, eventually claiming seven of the nine Special Titans, and taking back the conquered territories of the Marleyan Empire, with Paradis Island being the only Eldian stronghold left. The Eldians in Marley territories were all consigned to live in internment zones, where they lived in fear and oppression of their Marleyan oppressors. It was in this era that young Eldian Grisha Yeager snuck out of his assigned zone to show his little sister a Marleyan airship; when the children were caught, and Grisha's sister brutally murdered by Marley forces, it started the epic series of events that gave Eren Yeager the pivotal powers of the Coordinate and Attack Titans.
So far in Attack on Titan seasons 1 - 3, we've seen Marley's Warrior Unit infiltrate Paradis Island in attempt to steal the Coordinate Titan back from Eren Yeager. Now that the Survey Corps is aware of the real threat that's out there, the finale seems to indicate that they will now be taking the fight to Marley for the first time, and it wouldn't be surprising if the first step was a similar attempt to infiltrate the foreign nation.