In the beginning of the episode, Christopher and Paulie discuss the Russian man they try to murder in the Pine Barrens in Season 3. That episode was directed by Steve Buscemi, and this episode is his Sopranos character debut.
Bears not being able to run downhill is a myth.
In all four of the other season premieres, Tony walks down the driveway to get the newspaper. However, Tony moved out in the previous season finale, so he's not there to get it. Instead, Meadow runs over it with her car coming to pick up A.J.
Jamie-Lynn Sigler is credited as Jamie-Lynn Discala from this episode up until the end of the season. She would revert back to her maiden name in season 6 due to her divorce.
The book Christopher is reading is "My Search for Bill W.", by Mel B., the biography of the founder of Alcoholics Anonymous.