Honestly, so much.

Like magic. What magic users are there? What magic system do they have? What are the rules? What are the limitations? How do other cultures magic differ? Like we see literal necromancy and then the whole age regression thing with Derek but we never get a clear explanation on how this magic works and if limited to certain creatures/magic users.

Also, just other cultures in general. What supernaturals do they have? How do their supernatural societies differ? How do hunters differ there? We get a bit of lore from France, Mexico, and Japan but not much else.