Martin tells Frasier 'You're worried you're gonna end up alone, you'll still have your family', but Frasier only told him about Niles' and Daphne's dreams, he was cut off before he could talk about his own nightmare.
In the opening scene, Frasier is talking to Roz and while the camera is on her you can see Frasier's reflection in the glass. Even though Frasier is speaking, his reflection looks like he's still listening.
During Martin's dream sequence, off to the right, a stage hands feet can be seen as the set separates.