The title of this episode "The Old Gods and the New" refers to the two main religions in Westeros. The Old Gods are worshiped in the North and the Faith of the Seven, also known as the New Gods, elsewhere in Westeros (except for the Iron Islands which has its own religion, the Drowned God). There are occasions where people swear oaths by "the Old Gods and the New" as well.
In the opening credits, Jack Gleeson, who plays Joffrey Baratheon, mistakenly has the Stark direwolf sigil next to his name.
Shae: (to Sansa) Don't trust anybody. Life is safer that way.
Daenerys Targaryen: (to the Spice King) Do you understand? I'm no ordinary woman. My dreams come true.
Tyrion Lannister: (furiously to his nephew Joffrey) We've had vicious kings and we've had idiot kings, but I don't think we've ever been cursed with a vicious idiot for a king!
Ygritte: (as Jon Snow hesitates to cut off her head) Strike hard and true, Jon Snow, or I'll come back and haunt you.
Cersei Lannister: (to her brother Tyrion, as she watches her daughter Myrcella being ferried to a ship) I want you to know what it's like to love someone, truly love someone, before I take her from you.
Daenerys Targaryen: I'm not asking you for the Kingdoms, I'm asking you for ships. I need to cross the Narrow Sea.
Spice King: I need my ships, as well. I use them, you see, to bring spices from one port to another.
Daenerys Targaryen: Whatever you grant me now will be repaid three times over when I retake the Iron Throne.
Spice King: Retake? Did you once sit on the Iron Throne?
Daenerys Targaryen: My father sat there before he was murdered.
Spice King: But if you did not sit on it yourself, would it not be correct to say "take the Iron Throne"?
Daenerys Targaryen: I didn't come here to argue grammar.
Spice King: Of course not, you came to take my ships!
The episode won an Emmy Award for Outstanding Makeup for a Single-Camera Series (Non-Prosthetic).