Here's something Russel has said about this series ...
Four takes a somewhat different approach to the previous series. There are no big binding words like 'Bad Wolf', 'Torchwood', or 'Mr Saxon'. This time, it's cumulative: an element from every episode — whether it's a person, a phrase, a question, a planet, or a mystery — builds up to the grand finale. Russell T Davies says: "You've got to watch and listen closely. It's been seeded for a long time, with small but vital references going all the way back to series one. And remember the Master, in "Last of the Time Lords", mentioning the Medusa Cascade? Oh, that's going to come back to haunt us..." (Doctor Who Magazine Issue 394)
Posted here, 'cause of the Medusa bit. The girl in this episode said that the Doctor's name is hidden in the "Cascade of Medusa herself" didn't she?
Key quotes from this episode (well, the prophecy scene)
Doctor, She is returning
Daughter of London, there is something on your back.
Your real name is hidden, it burns in the stars, in the cascade of Medusa herself, you are a Lord sir, a Lord of time
Quite nice.