1.Jon's speech honoring the dead at the beginning of the episode actually includes the words of mourning used by the Night's Watch.
2.Tyrion mentions the saddle he once designed for Bran — we actually saw this back in Season 1. It was one of the early indicators that Tyrion was both kind and clever.
3.We see Daenerys wearing full Targaryen red for the first time.
4.This is more of a goof — but there's a shot during the feast in which you can see a modern coffee cup.
5.David Benioff and D.B. Weiss have a cameo appearance as two wildlings.
6.The Hound and Sansa FINALLY interact, and their scene is full of callbacks to their history.
7.Meanwhile, in the background of the scene, you can see Pod getting lucky with not one but TWO women — or should it be, two women are getting lucky with Big Dick Pod?
8.Arya's refusal of Gendry's proposal calls back to the conversation she had with Ned in Season 1 about how the life of a lady isn't for her.
9.Arya and Sansa are against Daenerys because "she's not one of us" and they're "the last of the Starks" — which sounds very Lannister of them.
10.Bronn's scene with Tyrion and Jaime is full of callbacks — including to the fact that Bronn is the OG Braime shipper.
11.The Hound and Arya riding off on horseback together is a nostalgic nod to all their time on the road together over the course of multiple seasons.
12.Tormund telling Jon "you've got the North in you" is meaningful after all the banter they've had over the seasons about what the true North means. It also calls back to Ned Stark consistently tying Jon's identity with the North — as we heard Jon mention back in Season 2.
13.Missandei dying in chains is messed up, but it brings another level of meaning to her last word, since "dracarys" is the word Dany used to set her free from chains in the first place.