When Candy approaches undercover Crockett at the hotel pool, she asks him where he's from. He replies Wichita. Don Johnson attended school in Wichita.
This episode is the reason that the UK season 1 DVD set is classified 18 (not to be sold to any person beneath that age), as opposed to the 15 certificate given to every other season. The higher rating is probably due to the fight sequence between Castillo and the assassin at the end of the episode, which features several techniques (such as the double ear clap Castillo gives his opponent) that were viewed dimly by the BBFC at the time, largely because they are dangerous yet easily imitated.
For the first time, we learn something about Castillo's past, namely that he worked undercover for three years in Southeast Asia, between Burma and Thailand, for the DEA. We also find out that he is very skilled in martial arts, and that he once had a wife. Further details of Castillo's mysterious past would emerge over the course of the series, such as his skills with a Katana, his work in Saigon towards the end of the Vietnam War, and his prior interactions with shady government intelligence operatives.
The precise circumstances behind the robbery caper at the hotel are never conclusively revealed, either in this episode or the next. However, the nature of the break-in - in particular the fact Szarbo is hired to retrieve immigration papers for General Lao Li and his family that have presumably been stashed in the hotel vault for precisely this purpose - suggests Li's CIA liaison Dale Menton (introduced in the concluding part) is behind it, and that the robbery plot is merely a means to pass these vital documents on to Li unofficially.
The scene where Castillo receives the package from Lao Li with a picture of May Ying served as the opening to the video for the "Miami Vice Theme", except the picture Castillo is looking at is of Jan Hammer, not May Ying.