Yeah, I Am Not Okay With This really ended like that. Warning, spoilers follow for the first season of the Netflix series.
The school dance went to s—t after Sydney (Sophia Lillis), who was sort of getting a handle on her powers, used said powers and accidentally killed Brad (Richard Ellis) by making his head explode at the school dance as he read experts from her diary, and our hero went running. So, she's covered in blood, on the run, and then is confronted by a mysterious—and seemingly powered—figure.
"Who are you?" Sydney asks the stranger. "Should I be afraid?"
"They should be afraid," the stranger says. "Let's begin."
And cut to black. Yep, they really ended the season just like that. But don't worry, you're in the same boat as the cast.