Priscilla Page at Birth, Death, Movies has written the best article I've read about Blade Runner 2049.

“Like John Shade discovering that his near-death vision was not shared, K realizes that his memory of a wooden horse didn’t belong to him after all. It means he is not Rachael’s child, that he’s not a miracle, not special after all, but it no longer matters. The moment K thinks he is more and wants to be more, he becomes more. His perception is reality. It reprograms him.”

Like the very best books, I'm finding myself still thinking about this film well over a week since I saw it.