Legion Season 2 will definitely happen at FX next year, but the shape of it remains a mystery.

Audiences better be prepared to dive even deeper into the mind of mutant David Haller, as FX has ordered Legion Season 2.
Earlier in March, Eric Schrier and Nick Grad, Presidents of Original Programming, FX Networks and FX Productions, announced that Noah Hawley’s critically acclaimed new series will be returning for a second season. In a statement to the press, Schrier said, “The first season of Legion was a stunning achievement. More than a new series, Legion is a wholly original take on the super hero genre. Our thanks to Noah Hawley for taking the creative risks and shattering expectations. It’s a privilege to work again with Noah, his producing partners, the outstanding cast and our partners at Marvel Television on another season of Legion.”
"We are thrilled there will be a new season of Legion. Noah's spectacular take on David Haller and all the other characters he brought to life makes us ache for more. We're particularly proud of our partners at FX and the success we share on our first TV series together,” added Jeph Loeb, Executive Producer and Head of Marvel Television.
While we're still anxiously awaiting the Legion finale this week, the showrunners are already thinking about the possibilities for Legion Season 2. Don't expect too many comic book connections, though. "I don’t think you’ll see the show suddenly look to the comics for storylines,” Noah Hawley said (via CBR), “but you may see ideas or characters or images that are familiar to you.”
As for the big question about David's biological father, well, "I think that’s something we’re definitely going to approach,” Hawley said. “It’s a creative conversation, but it’s also a sort of corporate conversation, you know, on some level, in terms of the movie studio and their relationship to the X-Men and the characters they want in the movies and want to protect potentially. And were we to want to have Professor X on the show, or even Patrick Stewart on the show, James McAvoy or one of those actors, is a conversation both with the actor and with the studio. So, I don’t know, I haven’t really dived into that quandary yet, but certainly I need to start thinking about it.”
To be fair, the show doesn't need more recognizable X-Men characters to be successful. We'll update this with more Legion Season 2 information as we get it.