I finished this show entirely in the span of about 10 days. I hadn't watched Seasons 1 or 2 until 3 was already out, so I was able to binge pretty much the whole show.
One thing I didn't like was that the origin world was brought in too late. They did some cool things to show you which world you were in, like letterboxing everything that as part of the origin. I think if they had interspersed some of these scenes throughout all the seasons, it would have been less of a deus ex machina at the end.
Furthermore, I feel like they abandoned some storylines like Clausen and the initial attempts at the time machine - i.e. the ones that burned the kids' faces when sending them back.
Finally, I didn't make the connection that the Unknown guys (Martha and Jonas' child) were actually the start of it all. The middle-aged Unknown guy is Tronte Neilson's father. In hindsight, they did suggest that strongly, but It could have been a little more explicit. Because he's Tronte's father, the entire Neilson family is descended from that guy, which is the actual beginning of all of the problems in Winden. This makes more sense in the last scene that there are no Neilsons left, because Jonas and Martha never had a child (The Unknown), so there would be no Tronte Neilson, which means no Ulrich Neilson, no Mads Neilson, no Martha Neilson, no Michael Kahnwald, and therefore no Jonas Kahnwald. This was a critical item.
Overall, the best thing about this show for me was how it took over control of my thoughts even when I wasn't watching. I couldn't help but think about it all weekend. That's an indicator of a great show. It definitely sticks with you.