The title refers to the term that the Dothraki use for the land of the dead.
In Baelor (2011), Jeor Mormont told Jon that he had sent Alliser Thorne to King's Landing together with a hand of the undead wight, in order to persuade Joffrey to send reinforcements to the Wall. Thorne was supposed to have arrived in King's Landing in this episode and plead to the Small Council himself, but unfortunately, Owen Teale was unavailable, so the request is done in the form of a messenger raven from the Night's Watch instead. In the book, Thorne himself arrives in the capital, but Tyrion remembers how badly Thorne treated him when he stayed at the Wall (Thorne despises Lannisters, since he once fought on the Mad King's side, and was exiled to the Wall by Tywin), so Tyrion makes him wait many weeks before granting him an audience. When Thorne finally appears before the Council in person, the hand has mostly rotted away and is barely twitching, so Tyrion ridicules and dismisses him (but more out of spite than disbelief).
According to the novel, it was Cersei who gave the orders to kill Barra and the other Robert's bastards, not Joffrey.
First appearance of Tom Wlaschiha as Jaqen H'ghar, and Daniel Portman as Podrick Payne. Podrick is a distant cousin of Ilyn Payne, the royal executioner; in the books, Podrick is introduced in Tyrion's tent in Tywin's army camp, together with Shae, but his first appearance on the show was pushed back to the second season. Podrick's background and how he got to be in Tyrion's employ are finally divulged in High Sparrow (2015), where it is revealed that Podrick was indeed originally stationed at Tywin's army camp.
Although Balon states that Ned killed his sons Rodrik and Maron (Theon's brothers), this is meant to be symbolic. Ned didn't kill either man personally, but his crushing the Greyjoy rebellion indirectly led to their deaths. Rodrik was killed by Jason Mallister at the Battle of Seagard, and Maron by a collapsing tower during the Siege of Pyke.