My own theory: Ymir is the puppet master
I've finished watching AoT about 3 months ago, and I've been reading all kinds of theories. Then I started to think about the story as a whole, and came up with my own. I don't think this theory changes anything, nor will I die defending this hill, but I think it could give some other perspective to the story as a whole.
TLDR: Ymir is the true mastermind and "manipulator overlord" of every event that happend for the 2000 years of "Titan wars", until Eren's death.
Yes, I know there's a few theories out there that claim that Ymir manipulated this or that in order to achieve her goal (freedom)... but I think it goes deeper than that.
My theory is this:
Ymir resented humanity so much after her death (and landing on the "Path world), specially after Fritz showed no emotion for her sacrifice, and then, on top of that, made her own children eat her body, that it developed into a deep hatred, which lead her to spend the next nearly 2000 years in the Path just creating titans to torment humanity, by... you guessed it... eating them (basically an eye for an eye type of deal).
I think that she was actually imprisoned in the Path by the Hallucigenia, or rather, the Hallucigenia's mind is where Ymir's "soul" is trapped. I don't think Ymir realized this at first, and that's why she pretty much focused on her revenge path at the start.
We know that her children were the first "human titans", but at some point, the mindless titans had to "pop" into existance, and I don't remember the series explaining how exactly this happened, so I believe this was her first step into her revenge path.
We also know that one can talk to all Eldians and even manipulate their memories using the Path tree (Eren did these things, and even the king Karl Fritz), so I think Ymir manipulated one or more of the human Titans into creating the dumb titans, which in turn, she had power over, since she was the one creating their shape too, as we've seen in the show.
I think that she created each titan with the single purpose to just kill humans (we also know titans never attacked animals) by, like I said, eating them.
She kept at it for 2000 years, but as the series explained, time passes differently in the Path, which means, that from Ymir's perspective, it could've been 1 000 000 years, or just a few weeks that she spent there.
But I believe at one point, she just grew tired of the hate cycle, she just wanted out, but since she was trapped in the Path, she didn't have a way to end it, except by external help.
She probably eventually figured out, she was trapped inside the Halluciginea's mind, and here is when she started to manipulate, once again, other "pieces" to the sole goal of releasing her (by killing the Halluciginea).
Now, why I think this is really deep? Because I think she was the only one that manipulated the memories of several key people to the point that her will was implanted in them, and then erased their memories of such "implantation" so they would always think their actions were their own... like Eren deciding to destroy the world to... well... save the world.
And we sort of see this in a lot of the main characters. They are constantly fighting their own nature to perform all sort of "evil deeds". Eren, Armin, Reiner, Berthold, Annie, Erwin, and so many others. To the point that some even snapped, like Reiner basically developing a dual personality complex. Some minds couldn't fully cope with the scale of mind manipulation that Ymir's was performing on them.
I don't think Ymir, nor anyone else could see the future. The future anyone ever saw (mainly attack titan users) was just Ymir's plan and memory implantation.
She was probably the one that manipulated Karl Fritz to flee to Paradis, in order to start these chain of events. And most likely, right prior to this moment was where she decided to escape.
I also think she was the one that gave Eren his dreams (via the Path) at the very start of the show.
Not only that, but even before that. When Mikasa was taken from her parents, and was trapped in the house with the killers, Eren just showed up out of nowhere, prepared to kill with viciousness like no kid should have. I believe Ymir told Eren (or rather suggested via mind manipulation) where Mikasa was, and to be prepared him to the violence he was about to enact.
I also believe she encouraged Eren to give Mikasa his scarf in order to create that symbolic union which would become a pivotal symbol in the whole story.
I also think that she was the one who actually controlled Dina Fritz to ignore Berthold after he broke the wall gate, and guided her toward Eren's mother, so that, later in the story, Eren would become aware of his Coordinate power thanks to both (Dina and Eren) clashing... which I also think is all Ymir's doing... leading Dina, once again to where she wanted her to be.
And I believe too, that she was the one that manipulated Grisha Jaeger to kill the royal family, but later made Eren believe it was him who manipulated his father.
Grisha never interacted with future Eren nor Zeke... it was Ymir implanting those memories on him, and later on, on Eren when he showed them to Zeke.
I don't think the attack titan user could "see it's future users memories"... I think the attack titan's "future glimpses" were actually visions that Ymir gave them in order to make them do her bidding.
And one "proof" that I take of that, is that Grisha was the attack titan for years, and yet, in the episode where we see Eren's memories with Zeke where they see their father killing the founding titan, Grisha himself asked (after the supposed Eren's manipulation) if this actions were going to save the Eldias. I mean, he should've been able to see the Rumbling, and the aftermath, just like Eren did, specially because he "touched" someone with royal blood too... so why was he asking if his actions were saving Eldians... if supposedly he could see into Eren's future memories?
And this is why I think Ymir is the one that has been implanting these memories and suggestions on everyone since she decided she wanted to end her existance in the Path.
Her true goal was to kill the Halluciginea so she could be free, and she used her connection to the Path, along with her "titan powers" to manipulate the people she deemed necessary to reach that goal.
I know this is not exactly a very strong and solid theory, but what leads me to lean on this one, was that throughout the show, we've constantly seen characters always going against their own nature, always being deeply regretful of their actions, to the point of psychological breakdown or radical behavior change (Reiner, Berthold, Eren, Zeke, Armin, Erwin, etc), and yet... they keep doing the same thing over and over.
And it's consistent... it's not just this or that guy... it's a lot of them... too much to just be a coincidence.
To me that sort of tells me there's some sort of coercion or mind manipulation at play, which, at this scale, Ymir is the only one that could have done that.