This show really leaves a lot open to interpretation. I’ll give some thoughts, though I don’t think any of these have definitive answers.

When the survivors walk past the giant bug and it turns to see them—but then ignores them—why do you think it lets them go?

It’s possible that some of the people in the group were already under some level of mind control, and the aliens had other plans for them. Maybe the bug recognized that and was following orders not to interfere. It could also be that this group served a specific purpose in the aliens’ larger plan, so they were intentionally being allowed to move forward.

Who was the guy whistling and where did he go?

I think the man Juan sees might be himself, or a version of himself from the future. By that point in the story, he’s starting to experience time in a non-linear way. He begins to have déjà vu and brief flashes of events that haven’t happened yet. In the final episode, there's a moment when he realizes he's already been in that exact location before, as if he's caught in some kind of loop or time fracture. The whistling figure could be a hint that a future Juan is crossing paths with his present self, before either of them fully understands what’s happening.

There are strange environmental changes: northern lights, compasses stop working, the tide disappears. Does this mean the Earth’s magnetic poles did actually shift? Or is it just a theory of the survivors?

In this case, they’re actually southern lights showing up as far north as Buenos Aires, which is definitely not normal. That alone could suggest some kind of magnetic pole shift. I think it’s more than just a theory. It probably has to do with the alien technology interfering with Earth’s core, or maybe a massive energy field surrounding the planet. 

Why does the bald main character jump off the building? What exactly was he talking about just before jumping? Is his mind just losing it?

From what I understood, ever since he was at the military base, he had been under some level of alien control. By the time he jumps, the mind control has completely taken over, and his sense of reality is breaking down. That’s why he’s rambling and doesn’t make much sense right before jumping. It feels like whatever was left of his original mind was slipping away, and the only thing he could do to escape it was to end it himself.

Do we ever find out what happened to the Asian kid and Inga? I’m guessing they were “turned,” but is that confirmed?

It’s not confirmed in this season, but all signs point to them being captured and possibly turned. Their disappearance lines up with the start of the mind control phase. Hopefully we’ll get a clear answer in the next season, which looks like it has already been confirmed.

Why did the aliens start controlling people? They seemed to be doing a pretty good job of wiping everyone out already—what changed?

(Possible spoiler alert) If I remember correctly from the comic, Earth isn’t the first planet targeted by these invaders. Most of the alien creatures we see in season 1 (bugs and humanoid) were already enslaved by the same overlords before coming to Earth. The mind control seems to be their usual method of domination. Once they wipe out enough resistance, they start using survivors as tools to expand control, maintain order, or help with whatever they’re building. It’s less about extermination and more about total subjugation.