Something to do with giving everyone powers (for no reason) and making Nathan president (you know, the one he was trying to kill a year back, even though Arthur apparently still wanted to destroy New York in order to... err...).
All part of the issues we have here as the idea of a continuous plot to get drawn into has stopped existing. For all its faults, season 2 did actually have a coherent pllot.
Heroes has often suffered form this problem. 'Save the Cheerleader, save the world' actually doesn;t make much sense when looked at in detail; I'm not actually at all sure why she had to be saved, looking at the whole season in context. They said it was to stop Sylar regenerating but that made bugger all difference seeing as it was Peter that blew up. In fact, all the efforts of everyone were pretty much for nought- all that happened in the end was that, basically, Peter was moved somewhere else, and I am unsure we needed a whole series to build up to that. Also see my comments about how much zero sense the 'Hiro views the future' bit introdcued intot he storyline in... some other thread somewhere. But it was at least dramatic and the Sylar confrotnation was worthwhiile.
So yes, Heroes gets very focusssd on shocks in each episode at the cost of maintaining coherency, which is really starting to show now.