I think the main thing that made the episode weird were the creepy new characters whomever they were. My mom thinks they spiked Don's drink out by the pool when he passed out from what they said was heat exhaustion. It was also weird that Don woke up to one of them standing over him with a syringe. I think it's entirely plausible, there's something very unsettling there.
As for the noticing the similarities between the final shot of the episode and the theme music, I did! I also thought it was very interesting how in the opening, you see the ad man falling before he lands in that position. Is is symbolic of the major facade of Don's life tumbling down, i.e. him calling someone from his past and using his real name? I don't know, but it will be fascinating to see. Did anybody else notice that in the preview for the next episode, we see Don getting out of the car at what looks to be a military organization. It seemed that there were a lot of soldiers in the shot. I don't see why he would be going to see any one in the military, though, since as far as every one there knows, he's Don Draper, not Dick Whitman.