Niles and Daphne have consulted a professional to determine if Daphne is, in fact, psychic. As an audience, however, we have ample evidence that she is. On first meeting Martin, she knew he'd been a policeman; she sensed that Frasier's gay boss had had a dispute with a former lover over opera records which caused him to suddenly sit down in shock (even Frasier witnessed that). She also had a vision of her "true love" (Niles) with a dragon, and as we saw, he had been given a dragon figure by Roz. Many other visions (usually comic) also support her claim.
The first symbol card we see Dr. Morey show Daphne she says is a star. As he lays the card down you can see that it is two wavy lines.
When Frasier is standing at Roz's door, there's a picture of a woman visible just below the light switches. The woman resembles Peri Gilpin a great deal and may very well be a picture of Peri's real life mother. Of course, in the context of Frasier, her mother is played by Eva Marie Saint, but perhaps the picture was put there for Peri's sake - to be thought of as Roz's aunt or other relative.
Dr. Tewksbury: (in Roz's apartment, wearing one of her lavender nighties) Frasier, what are you doing here?
Frasier: Just...wearing clothes.
Niles: (clutching his knee) Oh, I aggravated that old Bossa Nova injury!
Dr. Tewksbury: I seem to recall reading a paper of yours!
Niles: Yes, it was probably the one on phobias. (goes to take a seat, then remembers his promise to Daphne) Can't sit! Can't sit!
Title: The Wizard and Roz
This episode title is a reference to the classic novel "The Wizard of Oz" by L. Frank Baum. Which was also made into a movie with Judy Garland.
This could also be a reference to the song, "The Wizard and I" from the Broadway show Wicked.