Italics are impressions from my first read, when I did not yet know what was going to happen.
1) Harry is biding his time. He knows Voldemort has the wand, and it's too late to do anything about that. He wants to be sure he's doing the thing Dumbledore meant him to be doing. Maybe the reason Dumbledore didn't leave clearer instructions is because he needed Harry to learn to think and reason things out for himself, and this really was the best way to teach him that, knowing he wouldn't be there to do it himself. For once he is taking his time to try to make a good plan rather than leaping immediately to action. Unfortunately, the plan he comes up with is about as shit as the one for infiltrating the Ministry was.
2) The Silver Doe. What if it's Snape's? And why did I not bloody think of it before now? If it is, then he *knew* the sword in the Lestrange account was a fake, and in fact probably made it himself. Snape is NOT EVIL! I'm almost sure of it ....
3) Griphook will help them. But only in exchange for the Sword of Gryffindor. That's no good. They need that to destroy Horcruxes. It's the one thing they really can't afford to trade away. But Griphook insists that the sword was taken from a goblin by Gryffindor and should now be returned.
4) Luna is not one to express strong emotion. She always manages to show how she feels, but she does it in her own quiet way. She barely met Dobby, but she's arranging flowers on his grave. It shows us exactly how grateful she is to have been freed.
5) Ron wants to try giving Griphook the fake sword. I do worry about Ron's character sometimes. He always seems the most read of the trio to do the underhanded thing -- that which is easy rather than that which is right. How easily could he have been turned to the Dark if Harry and Hermione had not been his friends? Very, I think. Without friends to keep him on the straight and narrow, and without a way to distinguish himself among his brothers, he might have gone over to the Death Eaters to try and distinguish himself there.
6) The sword. It finally occurs to me to wonder at this late stage why exactly Voldemort wanted this sword. The initial thought was that it's one of the Founders' objects and he wanted to make a Horcrux out of it. Wasn't that his original plan? But he clearly has not done so. It's only now that I've realised that he wanted it hidden because he knew it could destroy the others. (So he's keeping it in a vault with on of the Horcruxes. Brilliant plan, Voldie.) But *how did he know* the sword had been impregnated with Basilisk venom? It was only because Harry stabbed the Basilisk in the mouth that this sword became an effective means of destroying Horcruxes, and there were no witnesses to Harry's victory over the giant snake. Lucius saw the bloody sword in CoS (I think), but he had no way of knowing where the snake was stabbed.
7) Harry's also prepared to be a little devious. He's ready to promise the sword, but he's planning to omit *when* Griphook can have it (for the greater good, he tells himself, ashamed to even think those words). That's not going to make the goblin very happy, and will reinforce his negative view of wizards. He's going out on a limb trusting Harry, whom he sees as an "unusual" wizard, and Harry's planning to take advantage of that. With this plan, the trio have entered into a very morally grey area, but the situation really is impossible. He can't destroy the Horcruxes without the sword, and he can't get to one of the Horcruxes without the goblin's help, which he will give only in exchange for the sword. It's a catch-22. It's sort of a shame that Jo made Griphook so nasty, because it makes us, the readers, feel less bad about the idea of Harry double-crossing him.
8) Gringotts layout. The oldest wizarding families have their vaults on the deepest level. The Lestranges are one of these families. We know of two other vaults on this level: The Black family vault, and the one out of which the Philosopher's Stone was taken. I still wonder at that vault being empty. If it's on that level, it should belong to an old family, but shouldn't an old family be keeping other stuff in there as well? Was it Dumbledore's vault? Flamel's? Hogwarts'? Could there be a Peverell vault down there as well?
9) Weeks go by. Again. There's big, long stretches of Nothing Happening in this book. It may have been true of the other books as well, but it feels more noticeable in this one.
10) Mr Ollivander and Luna. Awww .... They were a comfort to one another in a difficult time. That sort of thing creates a really special bond. And now Ollivander is off to Auntie Muriel's. With a large suitcase? I'm pretty sure he didn't bring anything with him.
11) Auntie Muriel's tiara. We get a good look at it at long last. Old, we've been told, and goblin-made. It's been mentioned too many times not to be significant. Oh, and look! Muriel's tiara is juxtaposed with ....
12) The Lose Diadem of Ravenclaw! I knew it! I knew it! And I know where it is!
13) Remus comes bearing news. It's a boy, apparently. Born in April, is he? *suppresses previous rants in favour of a new one* If this baby was born in April, he was conceived in early July, very close to the time at which Remus and Tonks were married. Now I have to ask a very important question. Tonks is a trained Auror. There's a war on, and the Order need every wand they can muster. Is there any way in hell this baby was not an accident? Remus is a careful guy, so it must have been clumsy Tonks who buggered up the birth control. *goes into an old rant after all* I still staunchly declare that this child is not Remus's, and I will stand by that statement until the day I die, no matter what Jo says. I firmly believe that Tonks was working under cover as an Auror and got herself into a sticky situation which resulted in her getting knocked up by a Death Eater. Remus married her and claimed the child to protect her, so that no one would guess the child might have a blood connection to a Death Eater (we all know there's powerful magic in blood). The baby resembles his mother and is named for his (sadly deceased) maternal grandfather. It doesn't feel like there's very much of Remus in there at all. As a side note, Remus as begun calling Tonks "Dora" like her family do.
14) Remus wants Harry to be the baby's godfather. You know, I figured Harry had a godfather because his mother was probably raised C of E and wanted him to have one. But now we have evidence of an entirely wizarding family (OK, two half-bloods) who want this child to have a godfather. That's rather odd, isn't it? Evil!Tonks has finally come up with a way to get Harry out of hiding.
15) "tidings of new life were exhilarating." Something bad has to happen now, narratively speaking, probably to Remus and Tonks. They're experiencing joy before the climax of the book, which means they are due to be dropped about as low as they can get.
16) Bill warns Harry to be careful when dealing with goblins. He would know, wouldn't he? Goblin-made items belong to the maker (and presumably his heirs), but might be "rented" by a wizard for his lifetime. This means that however Gryffindor obtained the sword, the goblins would consider it rightfully theirs. This cannot end well.