If you compare the pattern of the grey-tones in Daring Do's mane and tail with the color pattern in Rainbow Dash's mane and tail, it's an exact match. It's particularly clear at 12:28, when they're walking side by side. Not only do the dark to light bands match, but the shape and texture of the tail and mane match perfectly.
To put it in technical terms, Daring Do is Rainbow Dash with a different color mapping, which represents the fact that Daring Do is the manifestation of the kind of pony Rainbow Dash aspires and strives to be (or, since the tones go from multi-hued to grey, it could also represent that Daring Do is the older, matured version of Rainbow Dash). Either way, it's an awesome connection.
WILHELM SCREAM: When Daring Do is fighting the cats.
This is the first time since her transformation into an Alicorn that Twilight does not fly once, nor open her wings.
A. K. Yearling's name parodies "J. K. Rowling".
Friendship Report: Rainbow learned hero worship isn't healthy and she shouldn't let her idolization over Daring undermine herself. Daring also learned there's no shame with getting help from others.