Just finished Moon Knight...was I supposed to understand, umm, everything?

Hey, I’m not super deep into Marvel stuff (just watched most of the big movies), but I tried Moon Knight and really liked it. Until the very end.

I don't want to drop any spoilers so trying to be super careful. The last scene felt like a twist, but I genuinely didn’t get what happened. Was that supposed to make sense or is it setting something up for later?

Not sure if I missed something earlier in the show or if it was meant to be kind of ambiguous? Thanks team.