Question: Why would Skynet want to kill Kyle Reese? If he doesn't go back, he won't destroy the first Terminator, and that arm will not end up becoming Miles Dyson's inspiration for creating Skynet (as stated in T2), and if Skynet isn't created at that point, they will never exist in the future. Surely the machines would work this out, and make sure the loop is completed (i.e, not killing Kyle so Connor can send him back?
Question: The ending of this film seems rather vague on the actual outcome of destroying Skynet's HQ. Does that mean the humans have won the war or is Skynet still a threat? The ending of Terminator 3 would suggest the latter since there it was confirmed that Skynet is capable of moving from transferring itself from one installation to another when needed, yet here everyone seems to believe they accomplished a significant victory. So which is it?
Question: John Connor knows about the future because of the experience he had with the Terminators sent to kill him and the tapes his mother left him. But what about Skynet? How does Skynet know who Kyle Reese and John Connor are and their importance on the future? How does Skynet knows that Kyle Reese will, or has, become John Connor's father? Because that isn't happening in the future, but in the past where Skynet didn't even exist.