‘Final Destination’ means a destination on the ticket presented at the check-in counter, or in case of directly connecting flights (purchased as one itinerary, not separately purchased tickets) - a destination of the last flight.
Please note that the Final Destination is always used for purposes of calculating a flight distance regardless if you have connecting flights or not.
Example: you are travelling from Paris to New York with a connecting flight in London. Your flight between Paris and London is cancelled. In this case, when determining your flight distance, New York is the final destination and distance is measured between Paris and New York despite that you never reached the United States.
Another example: if you are flying from Abu Dhabi to New York through the first connection in Istanbul and second connection in Paris, then Final Destination will be New York and delay in New York will be calculated for purposes of flight compensation (distance between Abu Dhabi and New York will be considered for this purposes). The important consideration that the ticket must be purchased as one single ticket, not as separate tickets in which case the distance will be measured as per each separate ticket.