One of the things I like the most of The Sopranos is its frequent use of flashbacks and dream sequences: not only are they powerful dramatic moments, they also enable deceased characters to return in a quite meaningful way.
In fact, director Jack Bender tricks us into believing the opening sequence is a dream, given it takes place in the harbor where Tony "torched" himself in the Season 2 finale. Instead, we learn it's a memory, more specifically of one of T's first encounters with Pussy Bonpensiero (Vincent Pastore), who had just caused Junior some trouble in Boca (no, not that kind of trouble). The reason Tony thinks of that moment, we learn, is related to the fact Christmas is approaching and with Pussy out of the picture a new Santa has to be found, plus he wants to know at what specific point his best friend became a rat. Adding to the stress is the discovery of Jackie Jr. getting a lap dance from a stripper, flunking out of college and supposedly not being entirely honest about his possible criminal activities.
The second part of the episode implies the show's dark streak will reach its blackest shades come the season finale, but it's the first half that really grips. Why? Because Pastore was a fundamental part of the first two years of the series, and seeing him come back, albeit for just a short period of time, is a heartwarming experience. Additional power comes from the brief presence, also in the flashback, of Jackie Aprile Sr. (Michael Rispoli), who famously succumbed to cancer in the show's fourth episode. No doubt his cameo serves as a parallel with might happen to his kid (premature death) if the situation doesn't get back on track soon, and provides loyal fans with a real treat by evoking memorable images from past seasons. As a matter of fact, the emotional impact of one such moment is almost unbearable as Tony receives a surprise in the last scene: cruelly funny, but also mercilessly heartbreaking.