The recurring theme of the final season seems to be Nucky's reflection on the path he chose to achieve "success".
Remember the earlier scene in which the young Nucky witnessed the Commodore being "introduced" to a young girl while her mother stands off to the side with a resigned,pained look on her face? At that moment,Nucky discovered an entree into the Commodore's world and the fame and fortune that could be his.

As we find out in the earlier episodes,Nucky brought the young Gillian to the Commodore. Instead of helping this poor kid out as a decent lawman (or even regular human being) would have done,Nucky delivers her to a life of statutory rape and debauchery.

This betrayal of the young Gilliam is haunting him now. Not only did he hand her over,but he also killed her son.

I have two theories on how the Gillian subplot plays out.
1) Nucky,torn by guilt,uses his influence to get Gillian pardoned and released.
2)The young boy who just started to work for Mickey (the boy who found Nucky unconscious in the alley)turns out to be Jimmy Darmody's son Tommy,who kills Nucky in the final episode.