The show has had a history of foreshadowing future events in previous episodes, little tiny things that we might not have noticed before or things that we know are clues and will be of bigger significance later in the series. We've had three episodes so far, but already there's an alarming trend that might lead us to what is going on this season.
Starting from the little webseries prequel Pond Life, we have the Doctor messing with the light on top of the TARDIS, apparently it had been acting funny. In the premiere, right before the Dalek takes Amy we see the lightbulb of the mirror vanity table flicker. In the dinosaurs episode Rory's father is in their home because they think it's a faulty connection with the electricity of one of the lights in their rooms, because the lightbulb keeps flickering on and off. And finally, in the recent episode, upon reaching the town of Mercy where an electric light system was hooked up by Kahler-Jex, those lights, too, were flickering throughout the whole episode.
The show has made it clear we should be noticing this, so these aren't just random coincidences.
It's been speculated that the lights flickering may be a sign of the Weeping Angels, since we know that they're creatures who can create something like that to happen, and we also know that the Ponds last episode will involve the Angels somehow. What if this is a clue to what might happen to the Ponds? Or something connected with that episode, a sign that they are already there?
The subject of Christmas have also been referenced in all three episodes.
I'm not quite sure how this all ties in yet, but Moffat mentioned before that the new Companion will be introduced in the Christmas episode, which supposedly directly follows the episode when the Ponds leave. Of course, Oswin was introduced in the premiere, which is the first mention of Christmas by the Doctor, and that could've all just been Moffat trolling us with such information. So perhaps the Christmas mentions might just be little hints and nods at that, unless there is something more significant to happen with Christmas on the show. Not just with Oswin but with other things as well.
There are other things that I've been noticing this season that I find intriguing of where it might lead things, but these are just the two things that have been heavily significant throughout the entirety of the season so far. Flickering lights and Christmas. What does it mean? Are they both connected? What is coming for the Doctor (or the Ponds) and how important will it be to the overall structure of the seasonal arc?
Regardless of how you feel about Moffat, you got to admit the foreshadowing on this show is very well done.