1. Despite all his time with the Wildlings, Jon still hasn't come around to their definition of "south". His conversation with Tormund called back to Craster mocking his Northern pride back in Season 2.
2. Tormund's discussion with Jon also recalled a conversation they had in Season 4, when Tormund remarked that Jon wouldn't want to kneel to Stannis because he'd spent so long with the Free Folk.
It also touched on the reasoning Daenerys used with Jon about getting him to kneel – the very same logic Jon used in Season 4 when talking to Mance Rayder about kneeling to Stannis.
3. Gendry might not have mentioned Arya on screen yet, but his confrontation with the Brotherhood sounded VERY similar to the accusations she hurled at Beric and Thoros when they first sold Gendry to Melisandre.
4. The Hound tells Tormund he hates gingers, but we know that's not true. He definitely cares about Sansa Stark – in some way.
Remember how he called her "Little Bird", and protected her while she was in King's Landing, even offering to take her home to Winterfell when he ran away? It will be interesting to see what happens if these two manage to reunite (not to mention the Hound and Arya).
5. When Jorah talks about his father Jeor Mormont's death at the hands of Night's Watch traitors, his words also unknowingly apply completely to Jon's own death.
6. And Jon's attempt to give Longclaw back to Jorah hit on the same beats as the scene in which Jeor gave Longclaw to Jon in the first place.
It's appropriate that this all went down on this wight-hunting mission, considering Jeor gave Longclaw to Jon after he killed his very first wight at Castle Black – the wight that was the partial inspiration for this whole ridiculous plan, considering it proved that a wight could "survive" south of the Wall.
7. Arya's story about Ned watching her practice archery isn't directly referring to the events of the pilot, but it's reminiscent of it.
Sansa was inside sewing while Arya showed off her archery skills. Honestly it hurts to remember. Look at them all! So happy!
It also calls back to Ned watching Arya practice her ~water dancing~ with Syrio.
8. The whole confrontation between the Stark sisters... yeah, it doesn't make sense.
It relies on Arya conveniently forgetting just how similar Arya and Sansa's situations were on the day Ned died. Sure, Arya was in the crowd, and Sansa was on the platform – but their reactions were the same.
Arya's accusation that Sansa did a Lannister's bidding also brushes aside all that time Arya literally served Tywin Lannister.
Sansa confiding in Littlefinger, meanwhile, also doesn't make sense, given how dismissive and distrustful she's been with him in every other scene this season.
And Arya talking about what it would be like to wear Sansa's pretty dresses at the end of the episode seems out of character for her, too. Interestingly, she says this after starting the "game of faces", where you make a lie sound like the truth. Some fans believe all this adds up to Arya putting on an act. And perhaps Sansa is, too.
9. But back to the boys north of the Wall. Beric talking about how Jon must favour his mother more than his father is definitely foreshadowing the reveal that Rhaegar is his father (and Jon obviously looks nothing like a Targaryen – he takes after Lyanna).
BTW, you might not remember, but we actually saw the incident Beric is talking about with Ned back in Season 1. Beric was played by a different actor at the time, and Ned sent him off to take down the Mountain, who was attacking the Riverlands.
10. Meanwhile, Beric and Jon's conversation wasn't just the first time Jon got to talk about his resurrection with someone who actually understood – it had echoes of an important conversation Jon had with Maester Aemon about helping the wildlings (the very act that got him killed in the first place).
Jon's response to Beric, quoting the Night's Watch vows, is telling. This little conversation, and its resemblance to Aemon's words, helped to finally provide Jon with a purpose for his death and rebirth that he can truly understand and connect with.
11. Jorah reminiscing about the Siege of Pyke with Thoros isn't the first time we've heard him tell this story.
He also talked about it with Ser Barristan back in Season 3. He described it as the "proudest moment" of his life, as it was the battle that got him knighted. He clearly admired Thoros in that battle, and no doubt wanted to remind the dying man of a good memory (too bad Thoros couldn't remember any of it himself).
12. We learnt some valuable information about the White Walkers and the wights in this episode – and possibly the key to the end.
Apparently, when you kill a White Walker, it also takes down all the wights they ~sired~ (kinda like vampires). If the gang can figure out how to take down the Night King, they'll destroy his army in one go. But he probably won't be able to be killed simply with dragonglass or Valyrian steel like the others. I'm betting one or more of our faves will have to be sacrificed in the process.
13. The mountain that the Hound points out from his vision has been on the show before – in the flashback to the creation of the White Walkers.
It seems the Night King and his army aren't converging on a random spot. This place is special to them. It lends weight to the theory that they were actually setting a trap for Jon and crew...
14. It appears that the White Walkers came prepared to bring down the three dragons.
15. It wasn't easy to pick up in all the action, but you might have noticed that the crew were armed with the brand new dragonglass weapons, courtesy of Jon's expedition at Dragonstone.
16. There were a lot of visual callbacks to the Battle of the Bastards during the wight battle; Tormund and Jon bumping into each other, the crush, Jon gasping for breath – and, of course, Jon getting ready to go down fighting just as help came from behind (thanks to an important woman in Jon's life, no less).
17. Benjen rides in and saves Jon much like he saved Bran last season. He told Meera at the time that the Three Eyed Raven sent for him. There's a possibility Bran had something to do with him rescuing Jon this time. Or maybe Benjen has been tracking the wight army and that's why he got there at just the right time.
As for him refusing to get on the horse with Jon because "there's no time" – this actually does make sense. If he had got on the horse, it would have slowed them down, increasing their risk of getting caught by the wights. Plus, Benjen went down fighting and distracted the wights, giving Jon an easier getaway.
On another note, this is such a huge moment for Jon, and the poor guy doesn't even get a second to process it.
18. Dany's comment "You have to see it to know" is in reference to the White Walkers, but it also comes after she sees Jon's scars, not to mention the way he is in battle. It indicates not only a change in her stance towards the Night King and his army, but also towards Jon.
19. And she's right in saying that the last person to call her Dany was Viserys. It was actually as he was begging for his life, right before Khal Drogo killed him.
No wonder it doesn't have good associations for her.
But the phrasing of Jon ~keeping company~ with her brother is interesting, considering we know Jon is in company with her other brother, Rhaegar, in a very significant way (you know, being his son and all). The show is definitely gearing up for a big reveal SOON. It will certainly be interesting to see how it affects Jon and Dany's blossoming feelings – not to mention their newfound political alliance.