There seem to be very few people out on the streets of Gotham. While this can be attributed to the limitations of CGI shows, the setting is Gotham, a city well-known for how corrupt and shifty it is, so there would likely be few people on the streets.
Some places that are less busy than others, especially at night. Criminals would stick to the quieter areas — and since crime is the show's focus, that's what we see.
In "Secrets", Magpie's goal was to regain her lost memories, or her identity. She also has an obsession with shiny objects. A person can see their reflection in shiny objects, so Magpie was both literally and figuratively trying to "see" herself.
Also, the lost identity was that of a kleptomaniac. Magpie's obsession might be the same subconscious urges that Margaret Sorrow tried to suppress re-expressing themselves.
Humpty Dumpty's rhyme is a metaphor for his life. Humpty sat on a great wall (being right in the middle of a turning point of the war between Whale and Gordon), then he had a great fall (his descent into madness), and all the king's (Gordon's) horses and all the king's men (cops and doctors) couldn't put Humphrey Dumpler back again (he is irreparably insane).
Bringing in minor villains to make them more recognized? Seems like a totally new concept for Batman, right? WRONG! Batman: The Animated Series did this once, too. It took a villain who nobody remembered out of the mothballs and retooled him into a much more interesting character. That villain's name? Mister Freeze!
It's mentionned that Humphrey Dumpler's grandmother died in mysterious conditions. Take in account what happened to her in the comic...
The ending of "Reckoning" strongly implies that the souls taken by the Soultaker Sword can be liberated, but can never return to their respective bodies. This pretty much means that recurring characters Jason Burr, Bethanie Ravencroft, and Silver Monkey have been Killed Off for Real.