Basically the instigator behind the Siege of Mandalore that was so essential to the plot of the recently-ended Clone Wars series from Dave Filoni, Kryze likely has a bone to pick with Moff Gideon, who was revealed to have the Darksaber during The Mandalorian's Season 1 finale. Whatever her story may be in the series, it's almost certainly linked to this weapon and Gideon's possession of it.
How Boba Fett and Ahsoka Tano tie into all this alongside Pedro Pascal's Din Djarin and Baby Yoda...well, that's another story entirely. However, fans wanting to get a good grasp on the breadth of The Mandalorian's plotting should probably start doing their Filoni homework by binging his animated Star Wars shows in the following months.
The Mandalorian will return to reward fans' homework diligence in October.