Well, "our" Lincoln (the cop, an FBI agent) met up with Olivia in an episode of last season, but doesn't remember that now due to whatever it is that Peter did. And "their" Lincoln was in Fringe and replaced Broyles as head when Broyles was transported missing a few pieces to our side.
The original Watcher that we met allowed Peter and Walter to live by rescuing them from drowning when Walter stole "their" Peter from his world after curing him. This compassionate act by the Watcher apparently changed what "should happen" and he's been trying to repair that damage. I don't think anyone (possibly even the writers ) knows who gives the Watchers their marching orders. . . yet.
I like the parallel universes storyline that has dominated the last two seasons, but not sure I like this permutation of it as it smacks really loudly to me of LOST Season Six. But we'll see, maybe that similarity isn't or won't be too prominent going forward.
I just didn't find it very funny, which sort of dooms it for me. I'm not just content to watch it because it's got Zooey. I wanted it to be funny, kept saying "come on, get funny!" It just got dumber.
But that's just me, I'm glad you're enjoying it.