What facts can we glean?
1. Per Mycroft, Sherlock has O.C.D. Presumably meaning "obsessive-compulsive disorder." We've never seen a hint that Sherlock has O.C.D. No counting, no repetitive actions, no problem being dirty in the drug den. But it's classic Mofftiss to mis-use a psychiatric term.
However, they did introduce the concept last season in His Last Vow when Sherlock makes the knocker crooked after Mycroft straightens it ("he's O.C.D.") alerting Sherlock to his presence. Of course, Sherlock is unaware he readjusts it. So, even though we've watched an O.C.D.less Sherlock for five years, he has suddenly developed the condition. But only as it pertains to door-knockers, apparently. Is it a continuing joke? Or something being set up as a plot point for Series 4?
2. More interesting is Mary checking Sherlock's phone and observing he's been reading John's blog. ".. the story of how you met ..." But Sherlock's answer, that he likes to see himself through John's eyes because he seems so much smarter, narrows down what he was reading to two different blog entries. The first on January 29th.
But the 7th of February entry also starts out talking about what happened when John met Sherlock. Do we believe Reality Sherlock doubts his own cleverness so much he wants to see himself through John's eyes to boost his ego? Or is he just distracting Mary from what he was really interested in: The Tale of the Killer Cabby. With Moriarty "back," would Sherlock waste 5 minutes? Where did he first hear the name? In The Study in Pink - the Tale of the Killer Cabbie.
What did Mofftiss say about Series 4? "It's the story we've been telling from the beginning."
He was high before he got on the plane. The drugs eased Sherlock's separation from John and Mary, from his life, and to his fatal assignment. But as he searched for clues to Moriarty, the drugs took him on an unplanned journey into his own subconscious.
3. Sherlock was in solitary confinement for a week before his departure. That's a lot of time to think. What would he have to think about? Possibly how he made his last big mistake. He assumed. He might start checking old assumptions. He might know Mycroft was making arrangements for his last, fatal assignment. He might be wanting to solve his oldest case. The mystery that made him make himself into what he is.
4. Mycroft may not be a "proper" big brother. This statement is easily interpreted as "If you were a good big brother like other big brothers, you'd be doing this for me." But it might also be meant more literally. That Mycroft is not a "proper" brother. That would make him a half-brother or step-brother or an adopted brother.
As we recall from His Last Vow, there seems to be another sibling of Mycroft's. As he told an official when negotiating Sherlock's fatal assignment in place of his imprisonment and was accused of ".. some expression of familial sentiment ..."
"Don't be absurd. I'm not given to outbursts of brotherly compassion. You know what happened to the other one."
The "brotherly compassion" is his own as a brother. The "other one?" Someone to whom he is a brother. A sister or another brother. But that doesn't necessarily make them Sherlock's sibling. If Mycroft were either a step-brother or half-brother, he could have a sibling entirely unrelated to Sherlock by genetics or family tie.
The language is carefully constructed not to reveal anything about "the other one." Including their gender. This also happens in another place in this episode. In the Mind Palace, Mary, John and Sherlock are under the church watching the hooded figures chanting and marching by.
Mary explains about Mycroft: "He likes to keep an eye on his mad sibling." Sherlock's reaction in this scene is to nod agreement. "He needed a spy to hand."
Wait ... what? If Sherlock isn't the "mad sibling" then who is? Who did Mary follow into the basement of the church in Sherlock's drug-warped Mind Palace?
But there is one more place where the writers carefully avoided mentioning an important character's gender. In the very adventure Sherlock was reading on John's blog in Reality before his descent into 19th century Sherlock. In A Study in Pink. From Anticipating Series 3: the Next Moriarty:
But when Sherlock and the audience first hear the name "Moriarty," it is from the mouth of the Killer Cabbie. (Tale of the Killer Cabbie.) Supposedly, Sherlock's "fan" and the cabbie's "sponsor." Yet, neither the fan nor the sponsor are ever referred to by gender. ("I have a sponsor," the cabbie tells Sherlock, "For every life I take, money goes to my kids. ... The more I kill, the better off they'll be.")It's taken an extra series to get there, but there was a lot to set up.
Assumptions are dangerous things, as Sherlock was reminded. This writer has always assumed the fan and the sponsor are the same person. What if they aren't? Most people assumed "James Moriarty" who killed himself on the roof of St. Bart's was the analog of the Professor Moriarty of the Conan Doyle novels. What if Jim was Not Moriarty?
5. Jim Moriarty is dead. Reality Sherlock states it unequivocally near the end of the episode. He was there, a foot away. He saw the brains, the blood, the bits of bone.
Unless it's twins - but it's never twins, is it?