When Arthur asks The Tick if there is something different about him he is referring to the different costume that The Tick wore in the pilot episode.
In the episode, Dot is seen at practice for a roller derby team called Gotham Girls. This is is a real roller derby team for New York City.
The location of the Superian's "Industrial Effluents" PSA is, by all appearances, most likely the same location where The Tick fights Ms. Lint's henchmen and finds Arthur's Mothman suit in the previous episode.