SPOILERS plus theories.
So, River Song is Amy's daughter; it wasn't that much of a surprise, since I was suspecting that would be the case. I'm guessing the reason why she couldn't be around with her baby self was to avoid some Father's Day-type situation with the Reapers showing up, maybe (since that happened when young Rose saw herself as played by Billie Piper. Sure, "Melody/River" turned out to be the Flesh, but the Flesh was still a perfect replica, so I guess that could have somehow screwed things up.
The whole reveal that she was the Flesh was the biggest shock of the episode, though the Doctor shouting at River was pretty scary too - we don't see him losing his cool often.
Overall, good episode, though the structure was a bit weird, since Matt Smith did not appear for the first 20 minutes. I'm guessing the Silurian that they saw could have been the same one who killed Rory, although she did make some comment about being found on the tube or something. I guessed sometime before it happened that one of the headless monks was actually the Doctor, and the actual monks were pretty creepy.
Oh, and also we got a Welsh Sontaran, and the first ever explicit reference to homosexuality (we had those two guys running off together in The Unicorn and the Wasp, and Captain Jack Harkness implying to Martha that he fancied the Doctor in "Utopia", but that's about all).
Oh, and I loved Amy and Rorys' reunion - really sweet!
As for theories:
There was a brief reference to a "sound of drums", which sounded eerily similar to the end of Series 3, with the Master, and the episode, The Sound of Drums. I can't remember what actually made the noise, but that could be some sort of hint of the Master returning, and maybe even being involved in kidnapping the baby. He certainly might want to turn Melody/River into a weapon against the Doctor; this could even be the reason why she ends up killing the best man she's ever known.
I noticed River hesitated after Rory asked if they had met before, and she seemed almost like she would say: "Sorry", like she said to Donna previously, which could be a hint that he will get killed off - maybe next time that they meet, or that even she'll witness his death as a baby.
The bit they showed after the credits was sinister; I can't wait to see what happens.