Early on, I wondered, "Where's Clara?" I did come up with a theory that is probably wrong, but I thought maybe this was a flash-forward to after Clara dies, and maybe that was why a) She wasn't there b) The Doctor seemed a bit unwilling to answer questions about her.
When she showed up at the end, I thought maybe it had put paid to my theory UNLESS that final scene was a flashback?
I noticed also the Doctor fixed his sonic sunglasses, unless he has LOTS of pairs.
And Ashildr/Me/The Nightmare in the selfie at the end was a bit creepy. I suspect she and Sam Swift will return.
I wondered about a few things: a) Ashildr (as I prefer to call her)'s comment on "You know what you did" (or simiar). b) The missing pages in one of the books.
The first bit could have been related to the Doctor just leaving her to keep on living, but I'm wondering if it has any relation to the Doctor's confession, which was mentioned before.
Overall, I thought this was quite a good episode, although that bit with Sam Swift turning into a stand-up comic as he was about to be hanged was a bit weird and felt almost like filler. I don't know if that sort of thing would have really happened. I could really have done without his "well hung" joke though. Not on Doctor Who, please.
The drowning bit (though brief) seemed unusually gruesome for this show - but I just remembered a similar thing happened to Tom Baker in an old episode.