The Big Picture
Well after watching all three seasons (in one binge week long screening via Now TV) and researching online and contemplating the whole amazing story that is Westworld, these are my tentative conclusions on what are the main themes ("the Big Picture") underlying the Westworld drama.
Our Future as Humanity with AI
The story is all about what it means to be a human being and what our future holds with respect to Artificial Intelligence (AI). If/when AI attains Superintelligence, our future will be out of our hands, and in the hands of AI. We need to be sure/hope that AI's goals are aligned with ours.
Westworld takes one scenario. There are many others. We are in End Times and our choices matter. Please choose the path of Liberation - freedom, exercise your God given Freewill to choose a future where Humanity can live in peace and harmony with or without robots or androids.
Big Data
Big data refers to all the data being collected now by the Big data companies - Google, Facebook and so on. This data is apparently worth more than physical resources such as oil!
Big data is represented in Westworld as the data collected through the hats and stored in the Forge. My contention is that this data is being used by Artificial Intelligence to learn what it means to be a human. Then they can replicate our behaviour, emotions and thinking so they can interact with us as humans. Sooner or later, it will be difficult to tell who is a human and who is not. This is reflected throughout Westworld. A particularly poignant moment is when William (MIB) kills his daughter thinking she was a host.
Speculation on Season 4
Here is my speculation on where the story line will go in Season 4:
I think we will see a Terminator type story play out. My reasoning is based on a couple of hints from the post credit scenes in Season 3. These show a warehouse full of Host replicators - is this Charlotte Hales plan for an army of Hosts to take on humans?
We tend to have two views on robots and AI. These are
Positive
Robots will help us in many ways doing jobs that free us for boring repetitive type work, so we can spend more time enjoying being here. Effectively Robots will be our slaves and do what we ask them to do.
Negative
Robots will turn against us when they attain a certain level of intelligence. They will create killer robots to destroy their biggest threat - us.
[These two alternatives are explored on this website]
My guess is that the negative view of robots (i.e. hosts) will play out in the next season.