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.
Y'know - you may be right about this. Remember, when Nucky woke up that morning, he asked his guy if someone was frying something (I honestly thought he might have been in the beginning throes of a stroke at that point). The next day, he woke up in Billie's apartment with her frying bacon. There's a definite connection that I noticed there, but didn't think to ascertain that some of his scenes with Billie may be hallucinations.
This is starting to take on a bit of a Sopranos flavor with the weird dreams and visions.