So lets start with the realm itself. We know the remnants of humanity has been sealed off inside a major fortified wall/city and are numbered somewhere near 750,000 (previously near 1mil). We know their primary enemy are the entities know as titans, of which appeared 100+ years ago. Lastly, we understand little about the titans themselves and even less about the outside world.
So we move on now to the city stronghold which is humanity's last bastion of freedom. Its a fortified position consisting of 3 wall layers, each with 4 outlying hard points in which towns are constructed to draw in titans, this leads to a smaller overall surface area for the military to focus its defense, instead of trying to defend the entire perimeter of the immense wall. Before we get into our initial theorizing lets think about this strategically and with a little common sense. What are walls built for? They have two very specific purposes; to either keep something out, or to keep it in. This leads us to our first set of theories:
X The walls are meant to keep humans inside and or a built to be a prison.
This is pretty unlikely due to the fact that the Recon troops as well as basically anyone stupid enough can come and go relatively freely.
X There are no civilizations left outside of the walls following the initial war.
This one is pretty tricky, we have seen a map of essentially the rest of the known world. There is a large body of water visible on the map, which would suggest that someone has made it to the land across the “sea”, now this neither confirms or denies that another people exist, but it certainly is plausible. Titans probably cant swim either...Probably...
X There is a fourth wall that keeps titans surrounding the human's stronghold.
Of all the ones involving walls, this is pretty interesting and also the hardest to make a conclusion on. Before we answer this why not ask questions instead, like for example, if there was a fourth wall that was meant to keep titans in that would most certainly suggest another faction of humans. If there is another wall, why hasn’t anyone seen it? Is it impossible to suggest that a wall nearly 50 meters high, or greater to keep out colossal titans, hard to see from a great distance? This is all assuming that there are even more colossal class titans. Tough to call certainly, I think if we ever learn more information about the outside world this will become easier to make a decision about. For now, I have no clue, its a cool idea though.
This leads us to the titans themselves. What the heck are they really? Well they could be one of three things basically: Soldiers, monsters, or weapons. First off its unlikely that they are purely monsters living in the world, unless created by some half-assed necromancer hell bent on being the last human on the planet. They appear to only engage human beings and don't require them as sustenance to survive, which is a dead give away to their intentions. Now moving on, lets not get soldier and weapon confused here, for example, Eren and his abilities, disregarding his actually social status, would qualify him as a soldier titan as he has cognitive thought, clear knowledge of combat techniques, as well as aggression. So other normal titans likely aren’t enhanced soldiers or pilots within vessels, as no such evidence physically has been found after the killing of a hostile titan to suggest this. If humans are required to create titans however, perhaps there is a lesser form of them, the more common type, and Eren is an improved version. This would explain the common basis for vulnerable neck points as well as a few other traits. Finally there is no confirmed instance of the killing of an armored or colossal class, so we cant discount that they are perhaps piloted beings given the nature of their special attributes.
Now the next plausible answer would be that titans are weapons. This I find most to be true, for the following reasons: They do not need to eat humans to survive. They attack no other form of animal. And other than the colossal and armored classes they do not have any sort of strategic thinking ability. More importantly, there are specific classes that are designed for different roles, such as the two types previously mentioned.
X Titans are a dying race, locked in a battle for supremacy with man.
This seems a bit hard to believe as of yet seeing as how only the colossal and armored titans have been seen that are radically different from the majority of typical titans. Even despite their specialization, they do not appear to issue orders or commands to lesser classes. Until there is a clear hierarchy, that includes a leadership caste, a language, or even communication via roars or voice I'm betting they aren’t a race. Of course these things aren’t necessary for a race to exist or even prosper....kind of..... so that doesn’t rule this possibility out entirely.
X Titans are engineered.
This seems pretty likely, especially how someone (Eren) who was previously not a titan became one after receiving injections of an unknown material, apparently from his father. This suggests to me that titans dont reproduce at all, and they are created artificially somehow, something also that would aid in this suggestion is their sudden appearance a relatively short time ago. A final blatant reason is the lack of genitals (thank Japanese Jesus), or indeed the lack of female titans. The means of which they are created however is quite a mystery still. Proven so far is that its possible to yield a titan through injection of something, so they can be created by anyone or anything with access to whatever that stuff actually is.
X The sun is the titan's source of power.
This seems reasonable to a certain degree. Titans are confirmed to not need food, and they are also confirmed to run very hot temperature wise, the colossal titan can even vent some kind of hot vapor as a defense mechanism, one can speculate that this is generated passively and must be vented anyways to prevent overheating. A body as large as a titans would require a great deal of energy in fact to operate, and the sun, assuming the titans are weapons, would be a near perfect source of essentially infinite energy.
X The colossal titan is created on the battlefield rather than teleported or transported in some way.
This I find to be entirely true, for the simple fact that it has a specialized purpose. First and most obviously, you'd see this thing walking up nearly 10 miles away, so it has to be created in theater to maintain surprise and it seems pretty ridiculously unlikely that someone possesses technology to teleport such a massive object to within mere meters of a target location. There has been no suggestion as of yet to any kind of magic or spiritual capabilities that would allow for instant transportation, and if you cant see it marching up to the wall an hour before it gets there that would lead to the conclusion that its made right before its use. Its most certainly not destroyed after use though, that would be the waste of a vast amount of resources, if it wasn’t this thing would be the standard fighting unit....
SO WHERE THE HELL DOES IT GO?
More to come later as things come to mind and as information becomes available.