The first appearance (in a flashback) of Aerys II Targaryen, commonly known as "the Mad King", played by David Rintoul. The showrunners initially planned on including flashbacks of him in the first season, and shot scenes with Liam Burke, but were eventually deleted. Note that Aerys' shaven appearance and half-long hair contradict his description from the books as well as the Histories & Lore bonus featurettes on the Bluray editions, where it was explained that the Mad King's hair, beard and fingernails became long and filthy; his paranoia reached such depths that he refused to groom himself, nor allow any blades near him (except for his Kingsguard's swords). By the time of Robert's rebellion, he looked like a homeless vagabond.
Apart from a group of wights, the only death depicted in this episode is that of Aerys Targaryen ("The Mad King") in Bran's vision. This is the third episode, following Lord Snow (2011) and The Bear and the Maiden Fair (2013), where no living characters die, not even animals.
The episode title refers to a common phrase used between Dothraki khals and their bloodriders as an expression of devotion. It has an apparent double meaning as almost every story line involves a character being reunited with a family member ("their blood") after a long separation or incarceration: Sam with his family; Bran with his uncle Benjen; Margaery with her father and grandmother; Edmure is brought to the Riverlands as leverage against his uncle Brynden.