The title refers to the Second Sons, a mercenary company in Essos, but possibly to several literal second sons as well: Tyrion, the second son of Tywin and Joanna Lannister (after Jaime); Sandor, the second son of House Clegane (after Gregor); and Stannis, the second son of House Baratheon (after Robert). Even Samwell Tarly, who was his parents' firstborn son, is being treated as a second son by his father, and Gendry is technically a second son (a black sheep) due to his bastard status.
This episode was Peter Dinklage's submission in the supporting actor in a drama series category in the 2013 Emmy Awards - his third nomination for the show.
The first death of a White Walker (called Others in the novels) in thousands of years, killed by Sam. In the book, this occurs much earlier, just after the battle of the Fist of the First Men, without Ginny. As the Night's Watch retreats, Sam collapses from exhaustion and is carried away by Grenn and a steward called Paul. One of the Others catches up and attacks, disarming Grenn and killing Paul. In his desperation, Sam stabs the Other with his dragonglass dagger, which, to his amazement, instantly melts the creature down. Grenn and Sam then catch up with the rest on their way to Craster's Keep. When Sam later flees from the Keep with Gilly, they take Commander Mormont's dragonglass blade with them. After encountering Paul, who is now a wight, Sam finds that neither his steel dagger nor the dragonglass are very effective on wights: especially dragonglass, which is instantly fatal to the Others, barely does damage to Paul, and even shatters on impact due to its brittle nature; only fire immediately sets him ablaze, as if he is soaked in lamp oil. Sam then finds himself surrounded by his fallen brothers, all wights now. He and Ginny are saved when a mysterious man (named 'Coldhands') appears, who tears the wights apart with dozens of ravens, and then takes them to the Nightfort.
Sam suggests the following names for the boy baby: 'Duncan, Kevan, Jon, Guymon, Feldan, Tristifer'. Duncan undoubtedly refers to Ser Duncan the Tall, a legendary knight mentioned by Old Nan in Lord Snow (2011); Kevan is also the name of Tywin's younger brother, and Jon is of course his friend Jon Snow. Tristifer may refer to Tristifer Botley, an ironborn friend of Yara and Theon in the books. The name 'Guymon' is an obvious reference to the producer who has the distinctly GoT-style name, Guymon Casady.
Melisandre is shown performing a ritual with leeches to cause the deaths of Robb Stark, Joffrey Baratheon and Balon Greyjoy, which all comes to pass in later episodes. Author George R.R. Martin has stated that one of the themes of his books is that magic should not be trusted. In the retrospective book "Fire Cannot Kill a Dragon" Martin stated, "You're supposed to debate that. Melisandre wanted everyone to think that the spell she did with the leeches killed the three kings, but there is another explanation: Her ability to see the future through the flames showed her that the kings were going to die because of the machinations of other characters. Seeing their deaths were coming, she just staged this demonstration to take credit for their deaths".