Producer Kitase and Director Toriyama have recently discussed Final Fantasy XIII-2 with Dengeki PlayStation, and the details have made their way into English. The biggest point they wanted to hit was that XIII-2 will delve deeper into the mythology behind the Fabula Nova Crystalis world, with a focus on the goddess Etro.
For those wondering who Etro is, here is a brief retelling of the creation myth for Fabula Nova Crystalis world. Long ago, a god named Buniberzei fought his mother, Muin, because he wanted to be the biggest, most powerful god in the world. He killed her and banished her to the underworld, but he soon began to suspect that Muin had cursed the universe, because everything in the world was doomed to die sooner or later.
Thus, Buniberzei determined to enter the Land of the Dead in order to fully destroy his mother and end the curse of death. He created three sub-gods, or fal'Cie: Pulse, Lindzei, and Etro. These three were to find a way for Buniberzei to enter the land of the dead. In the meantime, he placed himself into a crystal sleep and ordered them to wake him when it was time for him to visit the underworld.
The fal'Cie Pulse was given the task of creating a world and using it to find the door to the underworld. Lindzei was tasked with protecting Buniberzei. Etro was given no task at all, because Buniberzei realized that he had created her in the image of Muin, and thus feared her. In her despair at her pointless nature, Etro destroyed herself, and humanity was born of her blood. Ironically, her suicide led Etro to the land of the dead, where she became the guardian of the balance between the living and the dead, as well as humanity's guardian and patron.
Final Fantasy XIII's mythology focused on Pulse, the creator of the world, and Lindzei, who created Cocoon out of a piece of Pulse's world. The disappearance of Pulse and Lendzei and the actions of the lesser fal'Cie they left behind led to the events of XIII. XIII-2 will focus more on the mythology of Etro. The feathers seen in the game's trailer represent that Lightning's new quest is a holier one, closer to the realm of the gods.
Kitase and Toriyama confirmed that XIII-2 will not be lighthearted, poppy romp like X-2 was, but will be as serious as a full entry in the series. It will be a true sequel to XIII, but is supposed to have a darker, more mysterious air about it. Lightning will be the principal character, but other characters from XIII may appear in the game in "unexpected forms." The still-unnamed fighter from the trailer is confirmed to be the same man in the game's logo. He's meant to be a person of equal strength who is in conflict with Lightning.
There aren't many details about gameplay yet, but the battle system is confirmed to be a further evolution of the ATB system from XIII. Toriyama also stated that he wishes to add some kind of system that will allow players to control the difficulty level of the game.
For those that missed it, here's the permanently-linked official version of the FF XIII-2 trailer. Note that there are spoilers for the end of FF XIII at the beginning.