If you expected Penelope to be a soothing, meditative, thoughtful jaunt into the wilderness, the independently financed series, created by Mark Duplass and showrunner Mel Eslyn, definitely delivered. Our titular hero (Megan Stott) hugs moss-covered trees, befriends a cute baby bear cub, and falls for a friendly fellow camper. But in addition to gorgeous vistas and an ode to the freedom of leaving the modern world behind, Penelope also serves up an unexpected cliff-hanger in the eighth and final episode that leaves us with more questions than answers.

If you’ve finished the season but aren’t quite ready to head out of the woods, read on to delve into that surprising conclusion.

Did Penelope almost die in the forest?

Yes. Mother Nature has been good to Penelope throughout her journey, but in the finale, she shows Penelope her ruthless side. Delirious from cold, exhaustion, and injuries from a brutal cougar attack, Penelope is running through the woods hallucinating — she sees visions of her former self, of her love interest Peter (Rhenzy Feliz), and of her mom with her arms outstretched. Penelope turns toward her mom’s embrace, but it turns out she’s a figment of her imagination. Instead, she hits a tree, hard, which knocks her out — it’s an interesting juxtaposition with the soft, mossy tree she hugs at the start of the series.

Penelope comes to in a hospital. She’s informed by a very understanding and accommodating social worker, Jen (Sulai Lopez), that she was found unconscious by two hikers in North Cascades National Park and has been in the ICU for four days. Jen asks for a phone number to call in the event that something else happens to her — and Penelope writes down a number, although we don’t know if it’s real.

What happened to Penelope’s parents?

In exchange for chopping wood, Penelope receives a warm meal from a kindly old man named Eugene (Stephen Kelsey). She uses his phone to call a number — perhaps her mom’s? But the call goes straight to voicemail, which hasn’t been set up yet.

Later, Penelope visits the Cascade Library and finally, after all this time, logs on to the internet. She does a search for “Peter religious hiking friends Barry and James” — clearly, she has some regrets about throwing Peter’s phone number in the fire — but unsurprisingly, given the search terms, she finds nothing. Then, on a social media platform, she scrolls through dozens of posts indicating that friends and family members (including folks who seem to be her grandparents) have been looking for her and wishing for her safe return.

And then here’s the shocker: There’s a photo of her parents with a caption implying that they’re dead. The post appears to be two weeks old, and presumably Penelope has been gone from civilization for longer than that. Which begs the question — did they die after Penelope’s journey began?

Penelope’s expression as she reads the post is ambiguous — she doesn’t necessarily seem surprised. Is it possible that her parents died much earlier, and Penelope’s journey has been, in part, a spiritual journey of grief? Penelope did text with her mom in earlier episodes and received responses, but things are not always as they seem in this multilayered show.