I sort of got the vibe that Nucky might be hallucinating his entire 'relationship' with Billie...I think that's her name...the girl he's sleeping with and couldn't reach on the phone. She obviously exists as a real person and was at the New Years Eve party in the first episode, but in this last episode, her disappearance and then sudden reappearance the next morning all seemed a bit fake, as if it were built up all in his head to help him overcome the guilt of killing Jimmy.
I could be wrong, but it was a definite feeling I had while watching this episode, particularly the last few scenes when Nucky arrives at the vacant apartment in the dark and then the next morning finds Billie there as if nothing has happened. I did miss the second episode though, so perhaps there's something there that I'm not seeing.
That being said, I hope Billie sticks around for a while...if for no other reason than she's easy on the eyes.
I'm curious to see where they go with Gyp Rosetti and I hope there is some method to his madness beyond simply stirring things up for the sake of creating conflict. One minute he's cool and calculated, the next he's flying off the handle and burning people alive.