E is for Earth
Sometime between the events of Halo and Halo 2, the Covenant discovered Earth's location. The Prophet of Regret led a small invasion force, but was surprised to find out that it was the humans' homeworld. By the end of Halo 2, the Covenant had eventually begun a full-scale invasion of Earth and, come the Halo 3 trailer, have taken over. So, will we be globetrotting in Halo 3? Probably not - but we may stray from the confines of Mombasa (See T, for more details). Africa is the most important place on Earth in regards to the Halo story - and, coincidentally, theorized to be the birthplace of humanity.
F is for Forerunners
Evidence to suggest that the Forerunner and human race are one and the same manifests itself in one of the final cut-scenes of Halo. Guilty Spark, upon scanning the files of human history aboard the severely damaged Pillar of Autumn, remarks on, "Our lost time." This subtle distinction, coupled with the knowledge that Guilty Spark refers to Master Chief and Miranda Keyes as the "Reclaimer" and acts as if they have met before, could reasonably conclude that the human race is all that remains of the Forerunner. Ironic, especially when you consider how the Covenant have essentially worshipped Forerunner technology at the same time as being driven to eradicate the human race. Watch for some sort of revelation in Halo 3.
G is for Gravemind
Remember Gravemind? That massive, mysterious, Little Shop of Horrors gone wild Flood beast that absorbed everything in Halo 2? He'll most certainly be back. We've not got a ginormous amount to go on here, admittedly, but we do know that we left Cortana in his clutches when we left off last time round and should her eerie words in the announcement trailer be anything to go by, something is seriously up. He appears to be the controlling intelligence of the Flood, capable of teleporting bodies (possibly his own also) from place to place and absorbing the knowledge of all Flood victims. Make no mistake, Gravemind is dangerous. By the end of Halo 2 he has assimilated the Prophet of Regret potentially giving him full knowledge of Covenant history, locations of Covenant worlds, and Covenant fleet positions, not to mention... Planet Earth.
H is for High Charity
High Charity is essentially a massive floating city. In the center of the city is the power source; a Forerunner Ship which has been modified to power the entire city and its engines. It contains several holy locations to the Covenant, and it is the home of the High Prophets and the High Council. Towards the end of Halo 2, the Forerunner ship at High Charity's core took off, with both the Prophet of Truth and Master Chief inside, leaving behind Cortana. The Covenant forces on both sides completely abandoned High Charity afterwards, and it was completely infested by the Flood, with Gravemind taking control of the Sanctum of the Hierarchs, using the Council Chamber itself as his "throne room." We reckon there'll be at least a level or two set here in the third game.