Cut for potential spoilers
The allusions to the Alien movie series and Inception were obvious. By the time it was clear that these Dream-Crabs put you into a dream state and Clara and the Doctor going into this state, it was pretty clear (to me) that they were not going to get out of it that easily.
It also highlighted that the Santa Claus character also was not real, but a construct of this dream state somehow.
Then we had the Doctor waking up on what looked like exactly the same volcanic precipice that Clara was throwing the TARDIS keys off from, which cast the events of Dark Water and Death in Heaven into doubt.
But then we also have the Doctor meeting old Clara and her saying that it would never have worked between her and Danny because "Danny was impossible." So did Danny even exist in the first place? If so, then everything from Into the Dalek (Danny's first appearance) is now in question.
Yet the final insult was how the story ended. The Doctor wondering how he got a second chance, and then the TARDIS demateralizing away so we see a tangerine (Santa's "calling card") left in the windowsill. The last part of the story made such a key point of Santa Claus being a dream construct that we have to wonder if the Doctor and the TARDIS are still in the dream state as they leave to go on adventures. Which means we cannot trust anything from this point onwards!
I think that this is Moffatt's biggest insult to the fanbase yet.