This is the first episode of the series without any deaths of any kind, and remains the only one until The Bear and the Maiden Fair (2013).
Jaime and Eddard mention only briefly the death of Eddard's father and brother, Rickard and Brandon, by Aerys. In the novel "A Clash of Kings", Jaime describes thoroughly to Catelyn how the Mad King killed them: Rickard was taken to the throne room and suspended from the rafters, dressed in his armor, while a fire was lit beneath him. Then Brandon was brought in, his hands chained behind his back, and around his neck a leather cord attached to a device. His legs were left free, and his longsword was set down just beyond his reach. While Rickard was slowly roasted alive, Brandon tried to reach his sword so he could free his father, but doing so tightened the cord constricted around his throat. Thus Brandon strangled himself while helplessly watching how his father was burnt to death. This exchange between Jaime and Ned was originally part of the unaired pilot episode, and included a flashback to a suffocating Brandon (played by an unknown actor), a shot of which was included in the 'Fear and Blood' trailer of season 1. When the pilot was reshot, the dialogue scene was moved to episode 3, and the flashback cut for time reasons (and because the showrunners decided against tropes such as flashbacks, dreams or prophecies).
The episode title refers to the mocking nickname given to Jon Snow by Alliser Thorne.
In the second novel "A Clash of Kings", Catelyn discovers that Littlefinger lied to her about the dagger: he had lost it to Robert, not to Tyrion. In the third novel "A Storm of Swords", Tyrion and Jaime deduce that it was Joffrey who had taken the dagger from Robert's holds, and given it to the catspaw assassin to kill Bran with it, after overhearing Robert saying that it would be more merciful to put the crippled Bran out of his misery.
Old Nan mentions Ser Duncan the Tall, the protagonist of the "Tales of Dunk and Egg" series written by George R.R. Martin, which takes place about ninety years before the events of "A Song of Ice and Fire" series (on which the TV show is based).