Where could the show had gone?
As many of you I can't believe this was cancelled considering what is actually on.
But ponder there was a second season where would it go?
Adam is decommissioned. At least for the time being. I guess he could somehow "die" and be back in play.
Jo now knows his secret which would remove one element of the show, but open up for a relationship storyline.
At least that's what we're led to believe. Had there been a second season I believe there is a great chance she would not have heard the true story.
There is still the quest for finding out the reasons behind the curse and how to break it.
Adams hypothesis was obviously wrong. Or as someone pointed out (had not thought of that myself, nice catch) it was the right gun but not the right bullet. As the bullet would be virtually impossible to find and even more so to re-shoot that would pretty much mean Henry is in fact immortal while Adam is not (dagger).
Or the whole hypothesis was wrong.
Now it did end on a good note. And as much as I would like to see more there is always a risk that it would end up with a contrived storyline and end up one of those show where people say "it should have ended after season X".