Ahsoka Season 1's finale leaves us with unanswered questions about the exiled characters, with Baylan's discovery of an ancient monument to the Mortis Gods indicating a possible Season 2 direction. Peridea holds a strong connection to the Force and may be linked to Mortis and the World Between Worlds, as seen in previous Star Wars content. The World Between Worlds offers great power to whoever controls it. Another possibility is that Peridea is tied to the dark Force entity Abeloth, with Baylan potentially being lured by the planet's Font of Power and Spring of Knowledge. Abeloth's story would need to be adapted for the new canon....
In Ray Stevenson's last scene as the fallen Jedi, Baylan is shown to have found an ancient monument to the Mortis Gods - the Father (Lloyd Sherr), the Daughter (Adrienne Wilkinson), and the Son (Sam Witwer). The monument itself is huge and resembles the Argonath in Lord of the Rings, overlooking a barren wasteland that ends at a mountain chain with a light shining at its peak - again resembling Mordor and the beacons of Rohan and Gondor. This is a very ominous moment, with Baylan looking determined to find the hidden power he feels calling to him and stirring in Peridea - but what might that be?
Mortis is a planet that was first introduced in The Clone Wars, in one of the series' most beloved and celebrated arcs involving Anakin Skywalker (Hayden Christensen/Matt Lanter), Obi-Wan Kenobi (Ewan McGregor/James Arnold Taylor), and Ahsoka Tano (Rosario Dawson/Ashley Eckstein). The trio loses conscience while traveling to a mission and wakes up on this mysterious planet, where they meet the Force gods and get caught up in the skirmishes these entities play on one another. As a result, the Daughter is killed and has her life force transferred to Ahsoka, the Father commits suicide, and the Son is killed by Anakin. Luckily, the main trio has their memories wiped, so they don't remember those tragic events.
When the three Jedi arrive in Mortis, though, the planet is seen as a lush and lively place, full of bright colors and pretty landscapes. That's the Daughter's domain, as each of the gods' dwellings reflects their own personalities. But the tragic events of the Mortis arc left the planet without its masters, which could've led to its nature eventually decaying to the point of becoming the wasteland we see in Ahsoka. It may be, too, that the gods inhabited only a secluded portion of the planet, with beings inhabiting the rest of their domains and being influenced by their alignment in the Force, like the Nightsisters with the Son, the Noti with the Daughter, and the purrgil with the Father.
If this proves to be the case, Baylan is probably looking for the place where the Mortis gods lived together, as the statues face the beacon, pointing to the probable location. The Mortis arc relies heavily on the idea of perception, according to which gods only exist if people believe in them - that's how the Son becomes more powerful than the Father and the Daughter, with the darkness of the Clone Wars giving him strength. So as long as people believe in it, Mortis will still hold significance in the Force, and we know Baylan to be a firm believer.
It's clear by now that Peridea has a strong connection to the Force. The planet was home to both Light and Dark Side users in ancient times, harbors different life forms in an ecosystem that seems like a barren wasteland, is the end of the purrgil migration route, and is literally the stuff of legends told to young Jedi in the past. This planet definitely holds more secrets than it's possible to explore in a single season and, while it's possible it isn't Mortis decayed, it's clear that these two planets also share a special connection.
But it doesn't mean necessarily that Peridea is Mortis, as the iconography of the Mortis gods has already appeared in other places before. In Season 4 of Star Wars Rebels, for example, Ezra Bridger and Sabine Wren (Natasha Liu Bordizzo/Tiya Sircar) find a mural depicting these entities on a wall outside the Jedi Temple on Lothal. That mural turns out to be a portal leading to the World Between Worlds, the Force nexus where we see Ahsoka meet Anakin in Episode 5 of Ahsoka. The World Between Worlds is a place outside the realm of reality, where all points in time and space are accessible through the Force. That's how Ezra was able to save Ahsoka from Darth Vader (James Earl Jones) in Rebels Season 4, too. We've also seen Palpatine (Ian McDiarmid) attempting to gain control of the World Between Worlds, and this realm offers great power to whoever controls it.
The purpose of the World Between Worlds is to connect the whole of the Star Wars universe, and Filoni has mentioned before that the concept of this realm within Star Wars is a dangerous one because it can threaten reality itself if weaponized. Baylan has already made clear his intention of breaking the cycle of destruction in which the galaxy is caught up, and the World Between Worlds would seem like the perfect place to start. There are also tales about this place, mentioned by Minister Veris Hydan (Malcolm McDowell) in Rebels Season 4 and in The Rise of Skywalker novelization, so it's not unlikely that Baylan knows about it, too.
While the hypothesis about Mortis and the Force gods does have some elements in favor, there is another possibility that's tied to them - and a fourth member of the group. In the old Expanded Universe continuity (now labeled Legends and no longer canon), the Force gods had someone else with them, the Servant. She was such an important part of these dynamics, that she eventually leveled up and became the Mother. But, while the three gods were immortal supernatural entities, the Mother was an ordinary mortal human, who aged and would perish one day.
This is the tragic tale of the dark entity Abeloth, who ventured into a planet connected to the Dark Side of the Force in order to find the means to become immortal and be with her family for all eternity. This unnamed planet was home to the Font of Power (from which Abeloth drank), and the Spring of Knowledge (in which Abeloth bathed), and both corrupted her and turned her into the evil entity she's known to be. In Legends, she lures Jedi and Sith alike to her planet, and none of them ever return — and Baylan feels something calling to him in Peridea. Eventually, Abeloth battles against Luke Skywalker (Mark Hamill) decades after the events of the Original Trilogy, but in the new canon, this story would need to be adapted.
There are elements that can potentially align with this old story. When we last see Baylan, he's looking over Mordor - I mean, the wasteland in Peridea as a beacon of light shines in the distance. This may be one of the fabled locations of the Font of Power and the Spring of Knowledge, two places that could further expand the connection between Peridea and Mortis. And while Abeloth herself isn't part of the new Star Wars canon, there are candidates to take her place and be something similar. Shin Hati (Ivanna Sakhno), for example, has a darkness to her that could compel her to become the leader of the nomads and, then go after Baylan and become something even darker.