An assassination attempt at a chess tournament and the return of the Cigarette Smoking Man mean bad news for Mulder and Scully and the X-Files.
Blessed with Suck: Gibson Praise can read minds, which leads to pretty much all of the show's recurring bad guys trying to hunt him down and kill him.
Can't Kill You, Still Need You: Krycek wants to kill CSM after he delivers Gibson, but the Well-Manicured Man tells him no - he will need him in the future.
Chess Motifs: The episode involves chessmasters both literally (Gibson Praise, the character our heroes are trying to keep safe) and metaphorically (the CSM plays Mulder and Scully to his desired outcome).
Downer Ending: CSM and the syndicate successfully kidnap Gibson, wound Agent Fowley and discredit Mulder and Scully, closing the X-Files. To add insult to injury, CSM burns down Mulder's office effectively destroying his work.
Even Evil Has Standards: The Well-Manicured Man reacts with utter disgust when CSM offers to blow Gibson's brains out. CSM was likely trolling but he has shown in the past that he is capable of doing it.
Working with the Ex: When Diana Fowley comes on the scene. The audience is never told exactly what went on between Diana and Mulder, beyond the fact that she was his partner on the X-Files before Scully and abruptly left him. It's heavily implied they were romantically involved, and it wavers between a New Old Flame and Old Flame Fizzle; Mulder is initially reluctant to work with her yet still trusts her, while Diana is eager to rekindle their past relationship. Neither of these things go over very well with Scully.