In his story Warbreaker, the old warrior who started the Manywar was named Kalad, and in The Way of Kings, the soldier-slave Kaladin is one of the focal points of the story. Very similar sounding names...
Also in TWoK, there are lifelike elements called 'spren', and in Elantris there are 'Seons' that seem to function in a similar manner. Furthermore, there were the gods in Elantris who seem to have near similar body chemistry to the Returned in Warbreaker.
My question is this: are these just similar threads that Sanderson is exploring in different stories or is there some sort of overarching thread that somehow ties everything together?