Old Man Ho Oh: Jo Jones' offhand line about the Doctor always getting into trouble with the Time Lords and the Eleventh Doctor brushing it off could be interpreted as the death of all of them before series 1 of Doctor Who... until you realize that he could be referring to that time he faced off with them almost a year before Death of the Doctor as they escaped the Time Lock in Doctor Who's The End of Time.
EMY 3 K: In the pilot episode, Sarah Jane says that if she had a son, she'd name him "Luke". Luke means "beloved physician". In the Church, Luke is the patron saint of doctors and artists.
Sarah Jane's habit of walking up the villains and telling them she knows their plans seems like a case of Too Dumb to Live. But the Fridge Brilliance kicks in when you realize: this is exactly what the Doctor does all the time, especially in his 3rd, 4th, and 10th incarnations, the ones that inspired her the most. Like Jack in Torchwood, Jamie, Bill, and Clara, amongst others, she's absorbed quite a few character traits of the Doctor from her time with him, and one of those is the habit of swaggering into enemy strongholds and announcing to the baddies that you're going to stop them (and then pulling off an Indy Ploy).
Harsher in Hindsight: In the episode Secret of the Stars, Martin Trueman reads Sarah Jane's past, accurately describing her time with the Doctor, how it ended, how she keeps secrets, and how she wins her battles. Then, he predicts that Sarah Jane will lose a battle in the future. This is one big continuity Call-Back for Elizabeth Sladen's character. Where does the horror come in? In real life, Liz lost her battle with cancer several years later.
One of the Slitheen in the first episode is disguised as a child. Given that their disguises are the skins of dead humans...