The title of the episode refers to the 1990 book "The Things They Carried" by Tim O'Brien, a collection of semi-autobiographical short stories based on the author's experiences in the Vietnam War. Coincidentally, a minor character in that novel is named Jensen.
Cole says that this is like every Tuesday for Dean, this was the first episode of the season on Wednesdays, it had been on Tuesdays for the first part of the season.
Dean asks Cole, "Hey, Kung fu grip, you coming?" He is referring to the GI Joe Adventure Team line of action figures from the 1970's.
At around 11:38 there is a pan of the town. This is the same town used for Rosewood in the TV show Pretty Little Liars (2010).