This was a pretty solid episode. A serial killer takes Carrie head on, challenging her to keep up with him. His first two murders seem unconnected, but when the third victim survives, Carrie figures out that her husband was the intended target. Upon ensuring his safety, Al and Carrie discover that there was indeed a connection between the three men, one that dates back to their youth and the indiscretions they committed at the time.
I liked the twist at the end (no spoilers here!) and I'm sure some of this will be revisited down the road.
Jane Curtin is an interesting add to the cast. She is certainly a fine actress and I think her character will be a good fit, especially since she and Carrie have so much in common personality wise.