Putting this in the manga category, because I read five volumes, but haven't watched the anime yet.
Just want to put this here. Doing my usual thing of saying I figured out the story ahead of time. That way if it turns out I'm right later I can point to this post about how smart I was. If I'm wrong, people can forget this post. Don't know if it counts as spoilers, because its speculation, but here goes.
The colossal titan. He appears and disappears out of nowhere. When Eren turns into a titan, that body also seems to appear out of nowhere. The colossal titan also seemed to be somewhat intelligent. It's obviously a human in there. But who, and why?
The answer is simple. The manga is always talking about how there isn't enough food for all the people inside the wall. There's a big mystery of what is going on inside the inner wall where the king lives and such. Smashing the outer walls is obviously a huge help to the agenda of the royalty the same way that terrorism is a huge help to the agenda of politicians in the real world. The colossal titan is the king.
Will I turn out to be right? Probably.