Ever since the This Is Us Season 3 finale, fans have known Kevin would one day be a father, as his son is seen running around his future house. The Season 4 mid-season finale revealed that his son would be coming soon, as the flash-forward to the Season 5 premiere revealed he has a mysterious pregnant fiancee. Kevin slept with Cassidy, and then he slept with Madison, giving viewers two options. In the end, it turns out Madison and Kevin have twins on This Is Us. Surprise, surprise, Pearson multiples apparently run in the male side of the family. Warning: Spoilers for This Is Us Season 4 follow.
One of the problems with viewers trying to extrapolate from the flash-forwards into the future is that these (very short) scenes are merely thin slices of a larger whole. For half of Season 3, fans were near panicked about Beth and Randall's marriage, simply because the two were taking separate cars to Kevin's house. Even though most think Toby and Kate are broken up because of Toby's shocked reaction to Kevin's house, the truth is, no one knows.
So fans knew Kevin had at least one kid, and he will marry at some point. But the reveal that it's Madison who is the mother was nearly trumped by her news that she's not pregnant with one child, but two.
It actually shouldn't be that big of a surprise. Multiples are genetic, and Jack and Rebecca had triplets. The question was if it ran on the male or female side of the family and if it would skip a generation or not. It turns out the answer looks like it runs on the male gene, and no, it's not skipping a generation.
It also explains why Madison is lying down at the cabin in the Season 5 premiere, as considering her medical history, this will probably be a rough pregnancy. And it explains the focus on the Doctor and his daughter. If Madison struggles to bring the twins to term, he's going to be a significant figure in their lives, the same way Dr. K was for Jack and Rebecca.
And fans have hope these two crazy kids (and their crazy twins) will make it for the long haul, as Kevin is wearing a wedding ring in the Season 4's final 2034 flash forward.