Palpatine can be seen in the midst of blue flames, looking like either a Force ghost or a hologram.
Interestingly, Star Wars Rebels seems to have found a way to bring Palpatine back without necessarily bringing him to Lothal, where the majority of the action for the remaining action appears to be set.
His statement that Ezra is his “at last” could indicate that Palpatine has been trying to turn Ezra from afar by using the dark side of the Force.