The premise of The Nanny, as sung in the intro song, is that "her boyfriend kicked her out" because he chose another woman over her. In Danny's Dead and Who's Got the Will? (1997) that woman is revealed as Heather Biblow, and she is played by Pamela Anderson, who will reprise her role later in the series.
The living room set that is used for Danny's wake is the same living room set used in All In The Family where Archie Bunker lived.
In episode 10 of season 3, it is revealed Danny had a baby but is never mentioned again