Warning: Spoiler Alert
Yet again, another episode that makes me almost certain that everything that has been happening since the finale of series two has been inside John's mind. The fact that this episode seemed to focus so much on John (and having Sherlock tell him that the psychopaths are the ones that he choses to be around), and that we were shown a dream he was having from when he was in Afghanistan, makes me think even more that he's had a break as a result of his PTSD.
I'm still not sure how I want to headcanon Mary into all of this (who she actually is, I mean). I had originally thought that she might have been a nurse at a VA hospital, or perhaps a therapist that he was seeing, but now that she's turned into a CIA agent (and super assassin) ... I wonder if she might actually have been someone that he knew while he was still in Afghanistan (perhaps an American soldier that he came into contact with at some point). And as far as the flashdrive that had all of her information on it ... I don't see a former CIA agent having incriminating information like that in one (easy to steal) place. It just seems like a stupid move on her part, since it would put her in so much danger if someone managed to nick it from her. But then, if this really is all a psychotic break on John's part, the flashdrive was probably a representation of the part of his mind that really did know (and remember) who she was.
Having Mary be a former killer does bring a new dynamic to the character (and to the show). They could have very easily have kept her being the "little woman," even if she was really good for John (and she was good at making sure that the boys still went out and played with each other every once in a while). The fact that she was someone who was actually pretty dangerous, but who wanted to be with him cuz she loved him may say a bit about her as a person (that she's a bit tired of her old life, maybe?), but it can also mean that the boys have an added bit of muscle if they need it. I will admit, however, that it irked me a bit that Moffat seemed to feel the need to make her a for CIA agent who is able to shoot Sherlock with enough accuracy to make sure that she injured him without killing him, but had him make a comment about her inability to make the "kill shot" when she was shooting a coin that had been thrown in the air. It felt a bit like Moffat's old sexism and a need to make sure that we know that it's possible for girls to be strong and do stuff, but they're still not as good as boys at doing it. It might be that I'm being a little over-sensitive to his portrayal of female characters, but at this point, it's probably like when you build up a tolerance after using something for a long time ... after getting so many female characters (over different fandoms) that I have been at least partially unsatisfied with, I might be even more unsatisfied than I would normally be if there hadn't been a handful of them in a row from him.
I still don't know how they're going to bring back Moriarty, unless they have someone else doing his dirty work now. There was no way that he would have been able to come back after shooting himself in the head, so the only way that I can see right now for them to do something that would make a lick of sense would be if he had someone start up an emergency "If Sherlock manages to survive the pwn I'm about to lay down on him" protocol. I don't know who he would trust enough to make sure to do that for him, since I don't see him putting that video on a timer (one that would have to be reset by him every so often) without knowing that Sherlock and John were being BFFs again. It makes more sense if there was someone there who would have instructions to do some random things to get the ball going ... and what would make it even more fun would be if the person who had the instructions didn't know what they were doing, so they were causing all sorts of damage cuz they were logging into some account somewhere and clicking an ad (or something equally innocuous).
But since I really do think that this is all part of a psychotic break of John's, ultimately, Moriarty is coming back cuz John needs him to be there for some reason ... maybe so he can work out the issues he probably has with Moriarty causing Sherlock's death. So, his return will probably go just as unanswered as Sherlock's.