The "Mystery Molecule" is made up of a heme molecule, which is the part of hemoglobin which contains the iron atom necessary to transport oxygen.
The Observer walks from left to right at the back when Agent Broyles reports the CIA situation to Agent Dunham by cellphone.
The glyphs for this episode spell out: DEJAVU
Towards the end a little girl is watching a cartoon with a white lion cub. That is 'Kimba the White Lion', a 1960s Japanese cartoon show based on a 1950s manga. When Disney released 'The Lion King' that movie's similarities to 'Kimba' caused a bit of a stir.
Actor JR Bourne is credited as the "Mystery Man" in this episode, and is stated to be a CIA agent. In the season three episode "Concentrate and Ask again," Bourne plays FBI Agent Edwards. This has created confusion among fans as to whether the two Bourne characters are supposed to be in fact the same individual. Even the IMDB listing for CaAA (Season 3, Episode 12) credits the character as "CIA Agent Edwards." However, it is a single actor portraying two unrelated, though similar, characters.